+55.1%
ZM vs AIG
+97.0%
-41.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | +0.3% | -1.4% | +1.8% | +0.3% |
| 30D | -10.3% | -3.3% | -7.0% | -10.3% |
| 3M | -0.7% | +2.2% | -2.8% | -0.6% |
| 6M | +24.8% | -2.1% | +26.9% | +24.8% |
| YTD | +11.5% | -11.2% | +22.7% | +11.3% |
| 1Y | +12.3% | -2.1% | +14.4% | +12.3% |
| 3Y | +33.5% | +34.4% | -0.9% | +35.6% |
| 5Y | -67.5% | +53.7% | -121.2% | -66.5% |
| All | +55.1% | +97.0% | -41.8% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling