-100.0%
ZCMD vs BAM
+66.6%
-166.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.9% |
| 7D | -8.0% | -2.0% | -6.0% | -7.6% |
| 30D | -27.9% | -2.9% | -25.0% | -27.6% |
| 3M | -74.6% | +9.4% | -84.0% | -75.0% |
| 6M | -99.5% | +10.8% | -110.2% | -99.5% |
| YTD | -99.7% | -0.4% | -99.3% | -99.7% |
| 1Y | -99.9% | -10.9% | -89.0% | -99.9% |
| All | -100.0% | +66.6% | -166.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling