+86.1%
AXP vs ZM
-60.9%
+147.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.4% | +0.3% |
| 7D | -0.1% | +11.0% | -11.2% | -2.4% |
| 30D | +4.4% | +5.6% | -1.2% | +3.0% |
| 3M | -6.4% | -9.1% | +2.7% | -4.9% |
| 6M | +4.2% | -2.6% | +6.7% | +3.5% |
| YTD | -12.4% | +15.7% | -28.0% | -17.4% |
| 1Y | -11.1% | +18.8% | -29.9% | -16.9% |
| 3Y | +114.9% | +62.2% | +52.7% | +83.9% |
| All | +86.1% | -60.9% | +147.0% | +68.0% |
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