+47.0%
AKAM vs ZM
+48.0%
-1.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +4.9% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | -5.9% | -10.3% | +4.4% | -4.4% |
| 3M | -19.6% | -0.7% | -19.0% | -19.8% |
| 6M | +8.5% | +24.8% | -16.4% | +4.4% |
| YTD | +26.9% | +11.5% | +15.5% | +24.0% |
| 1Y | +41.7% | +12.3% | +29.4% | +38.1% |
| 3Y | +5.8% | +33.5% | -27.7% | 0.0% |
| 5Y | -2.3% | -67.5% | +65.2% | +3.4% |
| All | +47.0% | +48.0% | -1.0% | +24.8% |
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