-100.0%
ZCMD vs ALC
+19.7%
-119.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.3% |
| 7D | -8.0% | -2.1% | -5.9% | -7.6% |
| 30D | -27.9% | -0.1% | -27.8% | -27.9% |
| 3M | -74.6% | +5.9% | -80.5% | -75.1% |
| 6M | -99.5% | -15.9% | -83.5% | -99.4% |
| YTD | -99.7% | -10.1% | -89.6% | -99.7% |
| 1Y | -99.9% | -10.2% | -89.7% | -99.9% |
| 3Y | -100.0% | -13.6% | -86.4% | -100.0% |
| 5Y | -100.0% | -15.1% | -84.9% | -100.0% |
| All | -100.0% | +19.7% | -119.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling