-2.9%
ADSK vs ZM
+33.5%
-36.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -5.7% | +3.2% | -0.4% |
| 30D | -14.9% | -9.1% | -5.8% | -12.0% |
| 3M | +3.3% | +3.5% | -0.2% | +1.4% |
| 6M | -15.7% | +25.7% | -41.3% | -23.3% |
| YTD | -28.2% | +10.8% | -39.0% | -32.1% |
| 1Y | -34.5% | +12.8% | -47.3% | -38.7% |
| 3Y | -2.9% | +33.1% | -36.0% | -15.6% |
| All | -2.9% | +33.5% | -36.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling