-100.0%
ZCMD vs ARWR
+27.4%
-127.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -3.7% |
| 7D | -2.9% | -17.9% | +15.0% | +0.7% |
| 30D | -28.5% | -18.9% | -9.6% | -25.7% |
| 3M | -56.5% | -46.0% | -10.6% | -51.0% |
| 6M | -99.7% | -40.3% | -59.3% | -99.6% |
| YTD | -99.9% | -29.0% | -70.9% | -99.8% |
| 1Y | -99.9% | +13.8% | -113.7% | -99.9% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | -36.2% | -63.8% | -100.0% |
| All | -100.0% | +27.4% | -127.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling