+405.8%
AXON vs ZM
+39.9%
+365.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -27.4% | -1.0% | -26.4% | -27.2% |
| 30D | -28.5% | -7.0% | -21.5% | -27.2% |
| 3M | -49.3% | -15.2% | -34.1% | -47.2% |
| 6M | -25.0% | -16.8% | -8.3% | -21.8% |
| YTD | -46.7% | +5.4% | -52.1% | -48.3% |
| 1Y | -48.3% | +9.3% | -57.6% | -50.3% |
| 3Y | +38.8% | +46.5% | -7.7% | +22.0% |
| 5Y | +77.7% | -63.8% | +141.5% | +104.0% |
| All | +405.8% | +39.9% | +365.9% | +375.1% |
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