-64.5%
ZM vs ALC
-10.7%
-53.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +1.9% |
| 7D | -0.3% | +2.1% | -2.3% | -1.4% |
| 30D | -6.2% | +17.2% | -23.4% | -13.6% |
| 3M | -12.2% | +4.6% | -16.9% | -14.7% |
| 6M | -16.0% | +20.1% | -36.1% | -24.5% |
| YTD | +6.3% | -4.2% | +10.5% | +6.8% |
| 1Y | +12.3% | +2.1% | +10.2% | +8.7% |
| 3Y | +51.2% | +4.5% | +46.7% | +32.8% |
| 5Y | -64.5% | -12.3% | -52.2% | -65.8% |
| All | -64.5% | -10.7% | -53.8% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling