+384.5%
ALAB vs ZM
+44.3%
+340.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.2% |
| 7D | +9.6% | +0.3% | +9.3% | +9.7% |
| 30D | -5.3% | -10.3% | +5.0% | -0.9% |
| 3M | -12.0% | -0.7% | -11.4% | -12.5% |
| 6M | +145.7% | +24.8% | +120.9% | +105.5% |
| YTD | +80.7% | +11.5% | +69.2% | +60.3% |
| 1Y | +40.1% | +12.3% | +27.8% | +23.9% |
| All | +384.5% | +44.3% | +340.2% | +279.3% |
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