-100.0%
ZCMD vs BAM
+78.0%
-177.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.8% |
| 7D | -8.0% | -2.0% | -6.0% | -7.7% |
| 30D | -27.9% | -2.9% | -25.0% | -27.7% |
| 3M | -74.6% | +9.4% | -84.0% | -74.9% |
| 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% |
| 3Y | -100.0% | +61.3% | -161.2% | -100.0% |
| All | -100.0% | +78.0% | -177.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling