+19.7%
AAL vs ZM
+58.3%
-38.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -2.2% |
| 7D | +3.4% | +6.8% | -3.3% | +1.6% |
| 30D | +11.7% | +0.1% | +11.6% | +11.5% |
| 3M | -7.8% | -7.5% | -0.3% | -6.3% |
| 6M | +10.2% | -8.4% | +18.7% | +11.4% |
| YTD | -8.0% | +13.7% | -21.7% | -15.0% |
| 1Y | +8.5% | +15.9% | -7.4% | -0.8% |
| All | +19.7% | +58.3% | -38.6% | -1.9% |
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