-67.2%
ZM vs ACM
+4.8%
-71.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | -7.7% | -12.9% | +5.2% | -2.7% |
| 3M | -4.7% | -6.4% | +1.7% | -2.8% |
| 6M | +24.4% | -29.2% | +53.7% | +42.8% |
| YTD | +11.8% | -29.9% | +41.7% | +27.3% |
| 1Y | +13.4% | -47.3% | +60.6% | +47.5% |
| 3Y | +33.8% | -19.6% | +53.5% | +35.1% |
| 5Y | -67.2% | +5.5% | -72.7% | -72.0% |
| All | -67.2% | +4.8% | -71.9% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling