+32.2%
ZM vs ADVB
-96.8%
+129.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -23.6% | +25.7% | +2.2% |
| 7D | +11.0% | +27.8% | -16.7% | +10.8% |
| 30D | +5.6% | -50.8% | +56.4% | +5.5% |
| 3M | -9.1% | -70.5% | +61.4% | -9.4% |
| 6M | -2.6% | -46.7% | +44.2% | -4.4% |
| YTD | +15.7% | -56.7% | +72.3% | +13.5% |
| 1Y | +18.8% | -71.8% | +90.5% | +17.7% |
| All | +32.2% | -96.8% | +129.1% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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