+45.0%
ZM vs ALK
-35.0%
+80.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.2% |
| 7D | -5.9% | +9.0% | -14.9% | -6.3% |
| 30D | -5.2% | -1.6% | -3.5% | -5.1% |
| 3M | -11.3% | -23.2% | +11.9% | -10.2% |
| 6M | -14.5% | -3.9% | -10.6% | -14.6% |
| YTD | +4.2% | -22.6% | +26.7% | +4.9% |
| 1Y | +9.3% | -5.3% | +14.6% | +8.9% |
| 3Y | +45.4% | +18.6% | +26.8% | +45.7% |
| 5Y | -66.0% | -34.4% | -31.7% | -67.9% |
| All | +45.0% | -35.0% | +80.0% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling