+55.5%
ZM vs AFL
+179.9%
-124.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.7% | -3.1% | -4.9% |
| 7D | +1.6% | -0.7% | +2.4% | +1.6% |
| 30D | -7.7% | -7.1% | -0.6% | -7.8% |
| 3M | -4.7% | +0.4% | -5.1% | -4.7% |
| 6M | +24.4% | +4.5% | +19.9% | +24.5% |
| YTD | +11.8% | +6.1% | +5.7% | +11.8% |
| 1Y | +13.4% | +10.6% | +2.8% | +13.5% |
| 3Y | +33.8% | +64.0% | -30.2% | +37.2% |
| 5Y | -67.2% | +133.7% | -200.9% | -65.0% |
| All | +55.5% | +179.9% | -124.4% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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