+54.1%
ZM vs AGI
+698.9%
-644.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -5.7% | -2.7% | -2.9% | -5.5% |
| 30D | -9.1% | +7.2% | -16.3% | -9.5% |
| 3M | +3.5% | +4.3% | -0.7% | +3.1% |
| 6M | +25.7% | -27.1% | +52.8% | +27.8% |
| YTD | +10.8% | -6.6% | +17.4% | +10.1% |
| 1Y | +12.8% | +9.5% | +3.2% | +10.5% |
| 3Y | +33.1% | +208.4% | -175.3% | +19.2% |
| 5Y | -68.3% | +401.6% | -469.9% | -72.8% |
| All | +54.1% | +698.9% | -644.8% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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