-7.7%
AAL vs ZM
+30.9%
-38.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.2% | -0.4% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | -19.0% | -7.7% | -11.3% | -17.5% |
| 3M | -5.1% | -4.7% | -0.4% | -4.5% |
| 6M | +15.5% | +24.4% | -9.0% | +4.8% |
| YTD | -15.8% | +11.8% | -27.5% | -21.6% |
| 1Y | -0.3% | +13.4% | -13.7% | -8.1% |
| 3Y | -7.7% | +33.8% | -41.5% | -27.5% |
| All | -7.7% | +30.9% | -38.5% | -27.5% |
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