+97.2%
AA vs ZM
+55.9%
+41.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.3% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | +5.0% | +0.7% | +4.3% | +4.9% |
| 3M | -35.8% | -3.7% | -32.1% | -35.7% |
| 6M | -18.4% | +29.9% | -48.3% | -19.9% |
| YTD | -5.5% | +17.4% | -22.9% | -6.8% |
| 1Y | +61.0% | +22.4% | +38.6% | +58.3% |
| 3Y | +66.2% | +41.3% | +24.9% | +61.5% |
| 5Y | +11.4% | -66.0% | +77.4% | -3.1% |
| All | +97.2% | +55.9% | +41.4% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling