-99.5%
ZCMD vs ARWR
+32.8%
-132.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.2% |
| 7D | -8.0% | +1.7% | -9.7% | -13.1% |
| 30D | -27.9% | -0.7% | -27.2% | -30.0% |
| 3M | -74.6% | +14.9% | -89.5% | -76.5% |
| 6M | -99.5% | +32.6% | -132.1% | -99.5% |
| All | -99.5% | +32.8% | -132.2% | -99.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling