-100.0%
ZCMD vs ALC
-9.1%
-90.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.5% |
| 7D | -3.0% | +2.3% | -5.4% | -3.6% |
| 30D | -39.5% | +15.5% | -55.0% | -41.5% |
| 3M | -57.8% | +0.6% | -58.4% | -58.0% |
| 6M | -99.7% | +18.4% | -118.1% | -99.7% |
| YTD | -99.9% | -5.6% | -94.3% | -99.9% |
| 1Y | -99.9% | 0.0% | -99.9% | -99.9% |
| 3Y | -100.0% | +2.8% | -102.8% | -100.0% |
| 5Y | -100.0% | -8.8% | -91.2% | -100.0% |
| All | -100.0% | -9.1% | -90.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling