+63.4%
ZM vs AG
+250.0%
-186.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +3.4% |
| 7D | +2.9% | +1.0% | +1.9% | +2.9% |
| 30D | +0.7% | +19.2% | -18.5% | -0.7% |
| 3M | -3.7% | +6.2% | -9.8% | -4.4% |
| 6M | +29.9% | -26.7% | +56.6% | +31.9% |
| YTD | +17.4% | +26.1% | -8.7% | +13.5% |
| 1Y | +22.4% | +131.7% | -109.3% | +11.8% |
| 3Y | +41.3% | +255.3% | -214.1% | +21.1% |
| 5Y | -66.0% | +61.9% | -128.0% | -70.0% |
| All | +63.4% | +250.0% | -186.6% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling