+62.2%
ZM vs ALK
+13.2%
+49.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | +11.0% | -1.2% | +12.2% | +11.1% |
| 30D | +5.6% | +7.7% | -2.1% | +4.3% |
| 3M | -9.1% | -19.0% | +9.8% | -6.6% |
| 6M | -2.6% | -0.2% | -2.4% | -3.8% |
| YTD | +15.7% | -23.5% | +39.2% | +18.3% |
| 1Y | +18.8% | -9.1% | +27.9% | +16.9% |
| 3Y | +62.2% | +12.0% | +50.1% | +48.9% |
| All | +62.2% | +13.2% | +49.0% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling