-31.9%
ADSK vs ZM
+21.7%
-53.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.3% | -11.5% | -9.4% |
| 7D | -16.4% | +2.9% | -19.4% | -17.3% |
| 30D | -9.2% | +0.7% | -9.9% | -9.7% |
| 3M | -6.7% | -3.7% | -3.0% | -6.4% |
| 6M | -15.5% | +29.9% | -45.4% | -22.5% |
| YTD | -26.4% | +17.4% | -43.8% | -30.5% |
| 1Y | -31.9% | +22.4% | -54.3% | -36.1% |
| All | -31.9% | +21.7% | -53.6% | -36.1% |
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 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