-100.0%
ZCMD vs BAM
+81.2%
-181.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.5% | -3.3% |
| 7D | -7.7% | -2.7% | -5.0% | -7.3% |
| 30D | -34.8% | +15.5% | -50.3% | -36.3% |
| 3M | -56.3% | -6.9% | -49.5% | -55.8% |
| 6M | -99.7% | +9.9% | -109.6% | -99.7% |
| YTD | -99.9% | +1.4% | -101.3% | -99.9% |
| 1Y | -99.9% | +3.3% | -103.2% | -99.9% |
| 3Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +81.2% | -181.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling