+215.2%
AXP vs ZM
+36.6%
+178.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.2% |
| 7D | +0.4% | -9.1% | +9.4% | +0.7% |
| 30D | +7.0% | -5.7% | +12.7% | +7.2% |
| 3M | -6.6% | -11.7% | +5.2% | -6.3% |
| 6M | +3.5% | -18.6% | +22.0% | +4.0% |
| YTD | -11.2% | +2.9% | -14.1% | -11.5% |
| 1Y | -10.2% | +6.3% | -16.4% | -10.6% |
| 3Y | +120.0% | +41.0% | +79.0% | +117.9% |
| 5Y | +95.6% | -66.4% | +162.0% | +74.2% |
| All | +215.2% | +36.6% | +178.6% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling