+57.4%
ABT vs ZM
+47.0%
+10.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.9% | -5.7% | -0.2% | -5.6% |
| 30D | -8.1% | -9.1% | +1.0% | -7.6% |
| 3M | +14.5% | +3.5% | +11.0% | +14.2% |
| 6M | -6.3% | +25.7% | -32.0% | -7.9% |
| YTD | -17.1% | +10.8% | -27.9% | -18.1% |
| 1Y | -21.4% | +12.8% | -34.1% | -22.4% |
| 3Y | +5.9% | +33.1% | -27.2% | +2.7% |
| 5Y | -12.8% | -68.3% | +55.5% | -13.0% |
| All | +57.4% | +47.0% | +10.4% | +53.8% |
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