+58.2%
ZM vs ALK
-31.6%
+89.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.1% | +7.9% |
| 7D | +6.8% | +2.6% | +4.2% | +6.7% |
| 30D | +0.1% | +7.8% | -7.7% | -0.3% |
| 3M | -7.5% | -15.2% | +7.7% | -6.9% |
| 6M | -8.4% | +5.0% | -13.5% | -8.9% |
| YTD | +13.7% | -18.4% | +32.1% | +14.1% |
| 1Y | +15.9% | -2.4% | +18.3% | +15.3% |
| 3Y | +58.0% | +19.8% | +38.3% | +57.9% |
| 5Y | -60.4% | -27.8% | -32.6% | -62.3% |
| All | +58.2% | -31.6% | +89.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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