-17.4%
AA vs ZM
-60.9%
+43.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.3% |
| 7D | +0.5% | +11.0% | -10.5% | -2.3% |
| 30D | -0.6% | +5.6% | -6.2% | -2.2% |
| 3M | -19.7% | -9.1% | -10.5% | -17.9% |
| 6M | -41.6% | -2.6% | -39.0% | -41.8% |
| YTD | -24.6% | +15.7% | -40.3% | -29.7% |
| 1Y | +4.9% | +18.8% | -13.9% | -3.1% |
| 3Y | +66.8% | +62.2% | +4.7% | +38.3% |
| All | -17.4% | -60.9% | +43.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling