-100.0%
ZCMD vs AMBA
-69.7%
-30.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | -7.7% | +2.7% | -10.4% | -7.9% |
| 30D | -34.8% | -2.2% | -32.6% | -34.7% |
| 3M | -56.3% | -26.6% | -29.7% | -55.3% |
| 6M | -99.7% | -26.8% | -72.9% | -99.7% |
| YTD | -99.9% | -15.1% | -84.7% | -99.9% |
| 1Y | -99.9% | -32.3% | -67.7% | -99.9% |
| 3Y | -100.0% | +19.8% | -119.8% | -100.0% |
| All | -100.0% | -69.7% | -30.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling