+272.3%
ALAB vs ZM
+47.1%
+225.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.9% | -1.1% | +2.8% |
| 7D | +3.4% | +6.8% | -3.4% | +0.5% |
| 30D | -28.8% | +0.1% | -28.9% | -28.2% |
| 3M | -26.0% | -7.5% | -18.5% | -23.1% |
| 6M | +11.4% | -8.4% | +19.8% | +15.3% |
| YTD | +38.8% | +13.7% | +25.1% | +22.9% |
| 1Y | +37.8% | +15.9% | +21.9% | +20.3% |
| All | +272.3% | +47.1% | +225.1% | +190.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling