-100.0%
ZCMD vs ALM
+958.0%
-1,058.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +4.1% |
| 7D | -4.1% | +3.6% | -7.8% | -4.2% |
| 30D | -22.7% | +33.8% | -56.5% | -23.0% |
| 3M | -62.5% | +14.8% | -77.3% | -62.6% |
| 6M | -99.5% | -7.0% | -92.5% | -99.5% |
| YTD | -99.7% | +108.1% | -207.8% | -99.7% |
| 1Y | -99.9% | +313.8% | -413.7% | -99.9% |
| 3Y | -100.0% | +2,227.6% | -2,327.6% | -100.0% |
| 5Y | -100.0% | +956.6% | -1,056.6% | -100.0% |
| All | -100.0% | +958.0% | -1,058.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling