-44.0%
ACHR vs ZM
-76.3%
+32.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -2.3% | -5.7% | +3.4% | +0.6% |
| 30D | -11.3% | -9.1% | -2.2% | -7.0% |
| 3M | +5.3% | +3.5% | +1.8% | +2.6% |
| 6M | -13.2% | +25.7% | -38.9% | -25.2% |
| YTD | -25.8% | +10.8% | -36.6% | -33.2% |
| 1Y | -34.3% | +12.8% | -47.0% | -41.5% |
| 3Y | -19.9% | +33.1% | -53.1% | -35.0% |
| 5Y | -42.7% | -68.3% | +25.7% | -31.3% |
| All | -44.0% | -76.3% | +32.3% | -29.5% |
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 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