+111.1%
AXP vs ZM
+42.8%
+68.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.8% |
| 7D | -2.1% | +2.9% | -5.1% | -2.7% |
| 30D | -6.5% | +0.7% | -7.2% | -6.9% |
| 3M | +4.6% | -3.7% | +8.3% | +5.1% |
| 6M | +5.4% | +29.9% | -24.5% | -3.0% |
| YTD | -11.1% | +17.4% | -28.5% | -16.7% |
| 1Y | -0.3% | +22.4% | -22.7% | -8.1% |
| All | +111.1% | +42.8% | +68.3% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling