+58.2%
ZM vs ALC
+33.9%
+24.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.2% | +10.0% | +8.5% |
| 7D | +6.8% | -6.3% | +13.1% | +8.8% |
| 30D | +0.1% | +12.6% | -12.5% | -3.7% |
| 3M | -7.5% | -3.8% | -3.7% | -6.8% |
| 6M | -8.4% | +16.8% | -25.3% | -13.4% |
| YTD | +13.7% | -7.6% | +21.3% | +15.2% |
| 1Y | +15.9% | -5.9% | +21.8% | +16.8% |
| 3Y | +58.0% | +0.6% | +57.5% | +53.2% |
| 5Y | -60.4% | -9.5% | -50.9% | -61.7% |
| All | +58.2% | +33.9% | +24.3% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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