+12.8%
ZM vs AG
+110.7%
-98.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.2% |
| 7D | -5.7% | -6.7% | +1.0% | -5.4% |
| 30D | -9.1% | +2.2% | -11.3% | -9.1% |
| 3M | +3.5% | +15.7% | -12.2% | +3.1% |
| 6M | +25.7% | -23.8% | +49.5% | +26.9% |
| YTD | +10.8% | +17.6% | -6.9% | +8.9% |
| 1Y | +12.8% | +88.6% | -75.9% | +12.2% |
| All | +12.8% | +110.7% | -98.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling