+37.5%
ZM vs ACM
-19.2%
+56.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | +2.9% | -3.7% | +6.7% | +4.2% |
| 30D | +0.7% | -11.1% | +11.8% | +4.1% |
| 3M | -3.7% | -8.0% | +4.3% | -1.7% |
| 6M | +29.9% | -29.7% | +59.5% | +43.4% |
| YTD | +17.4% | -29.4% | +46.8% | +28.5% |
| 1Y | +22.4% | -46.4% | +68.8% | +47.7% |
| All | +37.5% | -19.2% | +56.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling