+57.6%
ZM vs AG
+133.5%
-75.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | 0.0% |
| 7D | +10.0% | -6.0% | +16.0% | +10.5% |
| 30D | -0.5% | -14.3% | +13.9% | +0.6% |
| 3M | -7.1% | -26.9% | +19.9% | -5.1% |
| 6M | -5.1% | -42.1% | +37.0% | -1.8% |
| YTD | +13.2% | -15.9% | +29.1% | +12.6% |
| 1Y | +15.3% | +11.5% | +3.8% | +11.9% |
| 3Y | +57.4% | +208.0% | -150.5% | +36.2% |
| 5Y | -61.7% | +2.4% | -64.1% | -65.1% |
| All | +57.6% | +133.5% | -75.9% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling