+90.7%
AA vs ZM
+46.9%
+43.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.0% | -4.7% |
| 7D | -5.4% | -2.7% | -2.7% | -5.2% |
| 30D | -10.7% | -10.0% | -0.7% | -10.2% |
| 3M | -26.2% | +1.6% | -27.8% | -26.3% |
| 6M | -20.9% | +25.0% | -45.9% | -22.2% |
| YTD | -8.6% | +10.6% | -19.3% | -9.6% |
| 1Y | +57.4% | +14.0% | +43.4% | +55.5% |
| 3Y | +77.8% | +32.5% | +45.3% | +73.4% |
| 5Y | +2.7% | -68.3% | +71.0% | -10.4% |
| All | +90.7% | +46.9% | +43.8% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling