+63.4%
ZM vs ALC
+30.2%
+33.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +3.9% |
| 7D | +2.9% | -2.1% | +5.0% | +3.6% |
| 30D | +0.7% | -0.1% | +0.8% | +0.7% |
| 3M | -3.7% | +5.9% | -9.6% | -5.6% |
| 6M | +29.9% | -15.9% | +45.8% | +36.3% |
| YTD | +17.4% | -10.1% | +27.5% | +20.5% |
| 1Y | +22.4% | -10.2% | +32.6% | +25.4% |
| 3Y | +41.3% | -13.6% | +54.8% | +44.1% |
| 5Y | -66.0% | -15.1% | -50.9% | -66.8% |
| All | +63.4% | +30.2% | +33.2% | +82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling