-68.3%
ZM vs AIG
+52.4%
-120.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | -10.0% | -2.9% | -7.0% | -9.2% |
| 3M | +1.6% | +0.8% | +0.8% | +1.1% |
| 6M | +25.0% | -2.7% | +27.6% | +25.4% |
| YTD | +10.6% | -11.2% | +21.8% | +14.0% |
| 1Y | +14.0% | -1.5% | +15.5% | +12.9% |
| 3Y | +32.5% | +34.4% | -1.9% | +16.1% |
| 5Y | -68.3% | +54.4% | -122.8% | -73.0% |
| All | -68.3% | +52.4% | -120.7% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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