+213.7%
AXP vs ZM
+39.9%
+173.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -0.6% | -1.0% | +0.4% | -0.6% |
| 30D | +5.0% | -7.0% | +11.9% | +5.2% |
| 3M | -4.2% | -15.2% | +10.9% | -3.8% |
| 6M | +2.9% | -16.8% | +19.7% | +3.4% |
| YTD | -11.6% | +5.4% | -16.9% | -12.0% |
| 1Y | -11.1% | +9.3% | -20.4% | -11.6% |
| 3Y | +116.7% | +46.5% | +70.2% | +114.5% |
| 5Y | +89.6% | -63.8% | +153.4% | +69.7% |
| All | +213.7% | +39.9% | +173.9% | +196.7% |
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