+47.3%
ADP vs ZM
-64.9%
+112.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +11.5% | -6.2% | +17.7% | +12.6% |
| 3M | +12.0% | -12.2% | +24.3% | +14.3% |
| 6M | +43.8% | -16.0% | +59.8% | +47.3% |
| YTD | +20.1% | +6.3% | +13.8% | +17.3% |
| 1Y | +22.3% | +12.3% | +10.0% | +18.1% |
| 3Y | +43.3% | +51.2% | -7.9% | +29.0% |
| 5Y | +47.3% | -64.5% | +111.9% | +49.3% |
| All | +47.3% | -64.9% | +112.2% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling