+89.5%
AXP vs ZM
-61.0%
+150.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -1.8% |
| 7D | -2.9% | +6.8% | -9.6% | -4.3% |
| 30D | +3.7% | +0.1% | +3.6% | +3.5% |
| 3M | -4.9% | -7.5% | +2.6% | -3.8% |
| 6M | +4.1% | -8.4% | +12.5% | +4.9% |
| YTD | -11.7% | +13.7% | -25.3% | -16.4% |
| 1Y | -11.7% | +15.9% | -27.7% | -17.0% |
| 3Y | +116.5% | +58.0% | +58.5% | +86.4% |
| 5Y | +89.5% | -60.4% | +149.9% | +75.1% |
| All | +89.5% | -61.0% | +150.5% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling