+100.3%
ADP vs ZM
+55.9%
+44.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.3% | -2.3% |
| 7D | -3.4% | +2.9% | -6.4% | -3.6% |
| 30D | +2.8% | +0.7% | +2.1% | +2.7% |
| 3M | +20.9% | -3.7% | +24.6% | +21.1% |
| 6M | +29.9% | +29.9% | 0.0% | +27.5% |
| YTD | +9.6% | +17.4% | -7.8% | +8.1% |
| 1Y | -5.3% | +22.4% | -27.7% | -6.8% |
| 3Y | +16.5% | +41.3% | -24.8% | +13.1% |
| 5Y | +49.4% | -66.0% | +115.4% | +43.8% |
| All | +100.3% | +55.9% | +44.4% | +73.4% |
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