+54.0%
ZM vs ALB
+63.7%
-9.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | -2.7% | -7.6% | +4.9% | -1.5% |
| 30D | -10.0% | -5.6% | -4.4% | -9.3% |
| 3M | +1.6% | -16.8% | +18.4% | +4.3% |
| 6M | +25.0% | -26.3% | +51.3% | +29.7% |
| YTD | +10.6% | -13.2% | +23.9% | +10.6% |
| 1Y | +14.0% | +68.8% | -54.8% | -0.3% |
| 3Y | +32.5% | -30.7% | +63.1% | +30.1% |
| 5Y | -68.3% | -46.3% | -22.1% | -68.0% |
| All | +54.0% | +63.7% | -9.8% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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