+55.5%
ZM vs ALK
-32.0%
+87.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -4.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -7.7% | -18.5% | +10.7% | -6.8% |
| 3M | -4.7% | -3.6% | -1.1% | -4.6% |
| 6M | +24.4% | -3.7% | +28.1% | +24.2% |
| YTD | +11.8% | -19.0% | +30.8% | +12.4% |
| 1Y | +13.4% | -36.0% | +49.4% | +15.1% |
| 3Y | +33.8% | +2.3% | +31.5% | +33.5% |
| 5Y | -67.2% | -27.8% | -39.4% | -68.6% |
| All | +55.5% | -32.0% | +87.6% | +80.2% |
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