-64.5%
ZM vs ALB
-62.4%
-2.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -0.3% | +9.5% | -9.7% | -2.4% |
| 30D | -6.2% | -2.1% | -4.0% | -5.8% |
| 3M | -12.2% | -24.1% | +11.9% | -6.9% |
| 6M | -16.0% | -51.0% | +35.0% | -1.8% |
| YTD | +6.3% | -29.3% | +35.6% | +10.5% |
| 1Y | +12.3% | +3.2% | +9.1% | +5.1% |
| 3Y | +51.2% | -9.3% | +60.5% | +33.4% |
| 5Y | -64.5% | -61.6% | -2.9% | -60.6% |
| All | -64.5% | -62.4% | -2.1% | -60.6% |
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