-60.4%
ZM vs AG
+4.5%
-64.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.1% | +9.0% | +8.0% |
| 7D | +6.8% | -4.0% | +10.8% | +7.2% |
| 30D | +0.1% | -13.1% | +13.2% | +1.5% |
| 3M | -7.5% | -22.0% | +14.5% | -5.4% |
| 6M | -8.4% | -37.3% | +28.8% | -4.7% |
| YTD | +13.7% | -11.2% | +24.8% | +11.6% |
| 1Y | +15.9% | +23.9% | -8.0% | +9.0% |
| 3Y | +58.0% | +225.1% | -167.1% | +21.5% |
| 5Y | -60.4% | +7.7% | -68.1% | -61.5% |
| All | -60.4% | +4.5% | -64.9% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling