+90.5%
AA vs ZM
+30.9%
+59.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.8% | +8.4% | +4.9% |
| 7D | +1.7% | +1.6% | 0.0% | +1.0% |
| 30D | +3.3% | -7.7% | +11.0% | +5.4% |
| 3M | -29.4% | -4.7% | -24.8% | -28.7% |
| 6M | -12.8% | +24.4% | -37.2% | -20.9% |
| YTD | -2.1% | +11.8% | -13.9% | -8.9% |
| 1Y | +62.8% | +13.4% | +49.4% | +50.1% |
| 3Y | +90.5% | +33.8% | +56.6% | +67.7% |
| All | +90.5% | +30.9% | +59.6% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling