+45.8%
ADP vs ZM
-67.8%
+113.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.8% | +1.3% | -2.6% |
| 7D | -5.5% | +1.6% | -7.1% | -5.8% |
| 30D | -1.2% | -7.7% | +6.5% | +0.1% |
| 3M | +17.9% | -4.7% | +22.5% | +18.5% |
| 6M | +20.3% | +24.4% | -4.1% | +15.2% |
| YTD | +5.8% | +11.8% | -5.9% | +2.8% |
| 1Y | -7.7% | +13.4% | -21.1% | -10.8% |
| 3Y | +14.7% | +33.8% | -19.1% | +6.1% |
| 5Y | +45.8% | -67.2% | +112.9% | +48.2% |
| All | +45.8% | -67.8% | +113.6% | +48.2% |
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