-100.0%
ZCMD vs AMBA
-7.3%
-92.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.6% |
| 7D | -3.0% | -2.6% | -0.4% | -2.8% |
| 30D | -39.5% | -10.5% | -29.0% | -38.8% |
| 3M | -57.8% | -26.4% | -31.4% | -56.5% |
| 6M | -99.7% | -20.9% | -78.8% | -99.7% |
| YTD | -99.9% | -14.8% | -85.1% | -99.8% |
| 1Y | -99.9% | -36.1% | -63.8% | -99.9% |
| 3Y | -100.0% | +20.2% | -120.2% | -100.0% |
| 5Y | -100.0% | -67.2% | -32.8% | -100.0% |
| All | -100.0% | -7.3% | -92.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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