-100.0%
ZCMD vs AMBA
-70.4%
-29.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.1% | -4.4% | +1.3% |
| 7D | -4.4% | -7.2% | +2.8% | -3.9% |
| 30D | -43.0% | -10.4% | -32.6% | -42.5% |
| 3M | -54.9% | -30.1% | -24.7% | -53.7% |
| 6M | -99.8% | -22.4% | -77.3% | -99.7% |
| YTD | -99.9% | -17.3% | -82.5% | -99.8% |
| 1Y | -99.9% | -35.4% | -64.5% | -99.9% |
| 3Y | -100.0% | +18.6% | -118.6% | -100.0% |
| All | -100.0% | -70.4% | -29.6% | -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