+174.6%
ARM vs ZM
+28.3%
+146.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.5% | +4.2% |
| 7D | -15.2% | -5.9% | -9.3% | -12.9% |
| 30D | -40.7% | -5.2% | -35.5% | -39.0% |
| 3M | -39.1% | -11.3% | -27.8% | -36.3% |
| 6M | -26.4% | -14.5% | -11.9% | -22.1% |
| YTD | +59.7% | +4.2% | +55.6% | +52.0% |
| 1Y | +10.3% | +9.3% | +1.0% | +2.1% |
| 3Y | +228.9% | +45.4% | +183.5% | +160.2% |
| All | +174.6% | +28.3% | +146.3% | +135.0% |
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 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