-10.2%
ADSK vs ZM
+8.0%
-18.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +11.4% | -8.4% | +19.8% | +14.6% |
| 30D | +21.9% | -1.9% | +23.8% | +22.2% |
| 3M | +13.9% | -10.1% | +23.9% | +17.2% |
| 6M | +9.1% | -13.9% | +23.0% | +13.0% |
| YTD | -8.8% | +6.4% | -15.2% | -11.0% |
| 1Y | -10.2% | +9.6% | -19.8% | -13.0% |
| All | -10.2% | +8.0% | -18.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling