-61.8%
AAL vs ZM
+48.0%
-109.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -13.7% | -10.3% | -3.5% | -13.3% |
| 3M | -8.2% | -0.7% | -7.5% | -8.2% |
| 6M | +13.1% | +24.8% | -11.7% | +11.4% |
| YTD | -15.6% | +11.5% | -27.1% | -16.5% |
| 1Y | +1.4% | +12.3% | -10.9% | +0.3% |
| 3Y | -7.4% | +33.5% | -40.9% | -9.4% |
| 5Y | -35.9% | -67.5% | +31.6% | -47.4% |
| All | -61.8% | +48.0% | -109.8% | -63.8% |
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