-67.2%
ZM vs ALB
-43.6%
-23.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.6% | -7.4% | -5.4% |
| 7D | +1.6% | -4.4% | +6.0% | +2.6% |
| 30D | -7.7% | -1.2% | -6.5% | -7.7% |
| 3M | -4.7% | -13.3% | +8.7% | -2.1% |
| 6M | +24.4% | -19.8% | +44.2% | +28.0% |
| YTD | +11.8% | -7.9% | +19.7% | +9.6% |
| 1Y | +13.4% | +60.2% | -46.8% | -5.8% |
| 3Y | +33.8% | -26.4% | +60.3% | +33.7% |
| 5Y | -67.2% | -42.5% | -24.6% | -67.4% |
| All | -67.2% | -43.6% | -23.6% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling