-100.0%
ZCMD vs ALM
+606.5%
-706.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.5% | +1.9% | -4.4% |
| 7D | -2.9% | -4.0% | +1.1% | -2.8% |
| 30D | -28.5% | -30.5% | +2.0% | -27.8% |
| 3M | -56.5% | -46.9% | -9.6% | -55.9% |
| 6M | -99.7% | -65.5% | -34.2% | -99.6% |
| YTD | -99.9% | -13.4% | -86.5% | -99.9% |
| 1Y | -99.9% | +9.8% | -109.7% | -99.9% |
| 3Y | -100.0% | +783.1% | -883.1% | -100.0% |
| 5Y | -100.0% | +378.3% | -478.3% | -100.0% |
| All | -100.0% | +606.5% | -706.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling