+22.4%
ZM vs AJG
-12.9%
+35.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.7% | +3.3% |
| 7D | +2.9% | -1.8% | +4.8% | +3.1% |
| 30D | +0.7% | +4.6% | -4.0% | +0.3% |
| 3M | -3.7% | +24.9% | -28.6% | -4.8% |
| 6M | +29.9% | +17.2% | +12.7% | +27.5% |
| YTD | +17.4% | +2.2% | +15.3% | +16.3% |
| 1Y | +22.4% | -11.5% | +33.9% | +18.8% |
| All | +22.4% | -12.9% | +35.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling