-39.8%
BABA vs ZM
-60.9%
+21.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | -13.8% | +11.0% | -24.8% | -17.3% |
| 30D | -15.1% | +5.6% | -20.7% | -17.3% |
| 3M | -22.7% | -9.1% | -13.6% | -20.8% |
| 6M | -34.7% | -2.6% | -32.1% | -35.4% |
| YTD | -35.0% | +15.7% | -50.7% | -41.4% |
| 1Y | -40.4% | +18.8% | -59.2% | -47.1% |
| 3Y | +21.9% | +62.2% | -40.3% | -10.5% |
| All | -39.8% | -60.9% | +21.1% | -21.6% |
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