+63.4%
ZM vs ACM
+114.6%
-51.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.3% |
| 7D | +2.9% | -3.7% | +6.7% | +3.6% |
| 30D | +0.7% | -11.1% | +11.8% | +2.4% |
| 3M | -3.7% | -8.0% | +4.3% | -2.7% |
| 6M | +29.9% | -29.7% | +59.5% | +36.4% |
| YTD | +17.4% | -29.4% | +46.8% | +22.9% |
| 1Y | +22.4% | -46.4% | +68.8% | +33.3% |
| 3Y | +41.3% | -22.3% | +63.6% | +45.9% |
| 5Y | -66.0% | +4.5% | -70.5% | -65.3% |
| All | +63.4% | +114.6% | -51.2% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling