+11.0%
AGG vs ZM
+48.0%
-37.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -0.2% | -10.3% | +10.0% | -0.1% |
| 3M | -0.7% | -0.7% | 0.0% | -0.7% |
| 6M | -1.8% | +24.8% | -26.6% | -2.2% |
| YTD | -0.6% | +11.5% | -12.0% | -0.9% |
| 1Y | +0.4% | +12.3% | -12.0% | 0.0% |
| 3Y | +13.2% | +33.5% | -20.3% | +12.3% |
| 5Y | -2.0% | -67.5% | +65.5% | -1.6% |
| All | +11.0% | +48.0% | -37.0% | +11.0% |
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 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