-100.0%
ZCMD vs ALHC
+141.7%
-241.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -21.6% | -6.3% | -15.2% | -21.2% |
| 3M | -67.4% | -12.3% | -55.0% | -67.9% |
| 6M | -99.4% | -27.0% | -72.4% | -99.4% |
| YTD | -99.7% | -31.8% | -67.9% | -99.7% |
| 1Y | -99.9% | -17.0% | -82.9% | -99.9% |
| 3Y | -100.0% | +159.8% | -259.8% | -100.0% |
| All | -100.0% | +141.7% | -241.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 3y: compounded portfolio wealth divided by compounded ALHC 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…
3y analysis · Full analysis span regression · 6 months rolling