+61.0%
ZM vs ACM
+128.5%
-67.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +2.1% |
| 7D | +11.0% | +5.6% | +5.4% | +10.0% |
| 30D | +5.6% | +20.8% | -15.2% | +2.4% |
| 3M | -9.1% | +11.4% | -20.6% | -10.9% |
| 6M | -2.6% | +0.9% | -3.5% | -3.0% |
| YTD | +15.7% | -24.8% | +40.5% | +19.7% |
| 1Y | +18.8% | -46.4% | +65.2% | +29.1% |
| 3Y | +62.2% | -9.2% | +71.4% | +64.3% |
| 5Y | -60.9% | +5.0% | -65.8% | -60.7% |
| All | +61.0% | +128.5% | -67.5% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling