+22.4%
ZM vs ACM
-45.8%
+68.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.3% |
| 7D | +2.9% | -3.7% | +6.7% | +3.8% |
| 30D | +0.7% | -11.1% | +11.8% | +3.1% |
| 3M | -3.7% | -8.0% | +4.3% | -2.2% |
| 6M | +29.9% | -29.7% | +59.5% | +36.0% |
| YTD | +17.4% | -29.4% | +46.8% | +23.0% |
| 1Y | +22.4% | -46.4% | +68.8% | +36.1% |
| All | +22.4% | -45.8% | +68.2% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling