-100.0%
ZCMD vs ARWR
+123.3%
-223.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.6% |
| 7D | -4.1% | -3.2% | -0.9% | -3.6% |
| 30D | -22.7% | -6.5% | -16.3% | -21.8% |
| 3M | -62.5% | +12.7% | -75.2% | -62.2% |
| 6M | -99.5% | +36.2% | -135.7% | -99.5% |
| YTD | -99.7% | +24.5% | -124.2% | -99.7% |
| 1Y | -99.9% | +198.0% | -297.9% | -99.9% |
| 3Y | -100.0% | +176.4% | -276.3% | -100.0% |
| 5Y | -100.0% | +26.6% | -126.6% | -100.0% |
| All | -100.0% | +123.3% | -223.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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