-67.5%
ZM vs ALC
-17.4%
-50.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +0.3% | -5.3% | +5.6% | +3.0% |
| 30D | -10.3% | -7.1% | -3.2% | -7.0% |
| 3M | -0.7% | +0.8% | -1.5% | -1.4% |
| 6M | +24.8% | -16.0% | +40.8% | +35.1% |
| YTD | +11.5% | -12.7% | +24.2% | +17.8% |
| 1Y | +12.3% | -12.8% | +25.2% | +18.4% |
| 3Y | +33.5% | -15.8% | +49.3% | +36.2% |
| 5Y | -67.5% | -16.7% | -50.8% | -68.4% |
| All | -67.5% | -17.4% | -50.1% | -68.4% |
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