-100.0%
ZCMD vs AMBA
-6.2%
-93.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.4% |
| 7D | -2.9% | +10.7% | -13.6% | -4.0% |
| 30D | -28.5% | -5.0% | -23.4% | -28.1% |
| 3M | -56.5% | -26.9% | -29.6% | -55.2% |
| 6M | -99.7% | -21.9% | -77.7% | -99.6% |
| YTD | -99.9% | -13.8% | -86.1% | -99.9% |
| 1Y | -99.9% | -36.1% | -63.8% | -99.9% |
| 3Y | -100.0% | +21.6% | -121.6% | -100.0% |
| 5Y | -100.0% | -68.8% | -31.2% | -100.0% |
| All | -100.0% | -6.2% | -93.7% | -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 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