+57.3%
AA vs ZM
+53.5%
+3.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | +0.5% | +11.0% | -10.5% | -0.2% |
| 30D | -0.6% | +5.6% | -6.2% | -1.0% |
| 3M | -19.7% | -9.1% | -10.5% | -19.3% |
| 6M | -41.6% | -2.6% | -39.0% | -41.6% |
| YTD | -24.6% | +15.7% | -40.3% | -25.7% |
| 1Y | +4.9% | +18.8% | -13.9% | +3.3% |
| 3Y | +66.8% | +62.2% | +4.7% | +61.8% |
| 5Y | -19.4% | -60.9% | +41.4% | -28.7% |
| All | +57.3% | +53.5% | +3.7% | +44.1% |
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