+296.4%
ARM vs ZM
+44.7%
+251.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.3% | +0.7% | +2.7% |
| 7D | +5.5% | +2.9% | +2.5% | +4.3% |
| 30D | -8.2% | +0.7% | -8.9% | -8.9% |
| 3M | -35.9% | -3.7% | -32.2% | -35.2% |
| 6M | +103.1% | +29.9% | +73.2% | +78.5% |
| YTD | +130.6% | +17.4% | +113.2% | +108.6% |
| 1Y | +86.1% | +22.4% | +63.7% | +64.0% |
| All | +296.4% | +44.7% | +251.7% | +222.6% |
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