+17.0%
ACN vs ZM
+55.9%
-38.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.6% | -3.7% |
| 7D | -1.5% | +2.9% | -4.5% | -1.9% |
| 30D | +9.4% | +0.7% | +8.7% | +9.2% |
| 3M | +5.6% | -3.7% | +9.3% | +6.0% |
| 6M | -9.3% | +29.9% | -39.1% | -12.2% |
| YTD | -29.0% | +17.4% | -46.4% | -30.6% |
| 1Y | -24.7% | +22.4% | -47.1% | -26.8% |
| 3Y | -39.8% | +41.3% | -81.1% | -42.8% |
| 5Y | -40.9% | -66.0% | +25.1% | -42.1% |
| All | +17.0% | +55.9% | -38.9% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling