-100.0%
ZCMD vs AMBA
-3.4%
-96.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.7% |
| 7D | -8.0% | -11.0% | +3.0% | -6.9% |
| 30D | -27.9% | -23.2% | -4.7% | -26.0% |
| 3M | -74.6% | -12.7% | -61.9% | -74.5% |
| 6M | -99.5% | +11.2% | -110.7% | -99.4% |
| YTD | -99.7% | -11.2% | -88.5% | -99.7% |
| 1Y | -99.9% | -22.5% | -77.3% | -99.9% |
| 3Y | -100.0% | -1.3% | -98.7% | -100.0% |
| 5Y | -100.0% | -54.2% | -45.8% | -100.0% |
| All | -100.0% | -3.4% | -96.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling