-2.6%
AGG vs ZM
-68.2%
+65.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.1% | -5.7% | +4.6% | -0.9% |
| 30D | -1.1% | -9.1% | +7.9% | -1.0% |
| 3M | -1.9% | +3.5% | -5.4% | -2.0% |
| 6M | -1.7% | +25.7% | -27.4% | -2.3% |
| YTD | -1.3% | +10.8% | -12.1% | -1.7% |
| 1Y | -0.7% | +12.8% | -13.5% | -1.2% |
| 3Y | +12.5% | +33.1% | -20.7% | +11.1% |
| All | -2.6% | -68.2% | +65.6% | -2.9% |
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