+211.3%
AXP vs ZM
+38.3%
+173.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.3% |
| 7D | +0.6% | -5.9% | +6.5% | +0.8% |
| 30D | +5.8% | -5.2% | +11.0% | +6.0% |
| 3M | -6.0% | -11.3% | +5.3% | -5.7% |
| 6M | +0.3% | -14.5% | +14.8% | +0.7% |
| YTD | -12.3% | +4.2% | -16.4% | -12.6% |
| 1Y | -11.2% | +9.3% | -20.6% | -11.8% |
| 3Y | +117.0% | +45.4% | +71.6% | +114.8% |
| 5Y | +93.2% | -66.0% | +159.2% | +71.9% |
| All | +211.3% | +38.3% | +173.1% | +194.6% |
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 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