-0.3%
AXP vs ZM
+21.7%
-22.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.4% |
| 7D | -2.1% | +2.9% | -5.1% | -2.4% |
| 30D | -6.5% | +0.7% | -7.2% | -6.7% |
| 3M | +4.6% | -3.7% | +8.3% | +5.1% |
| 6M | +5.4% | +29.9% | -24.5% | +0.8% |
| YTD | -11.1% | +17.4% | -28.5% | -14.3% |
| 1Y | -0.3% | +22.4% | -22.7% | -4.5% |
| All | -0.3% | +21.7% | -22.0% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling