+63.4%
ZM vs ALK
-29.9%
+93.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.7% | +3.2% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | +0.7% | -19.2% | +19.9% | +1.7% |
| 3M | -3.7% | -1.5% | -2.2% | -3.7% |
| 6M | +29.9% | -13.1% | +42.9% | +30.3% |
| YTD | +17.4% | -16.4% | +33.9% | +17.9% |
| 1Y | +22.4% | -33.1% | +55.5% | +24.0% |
| 3Y | +41.3% | +0.6% | +40.7% | +40.6% |
| 5Y | -66.0% | -26.4% | -39.6% | -67.6% |
| All | +63.4% | -29.9% | +93.3% | +89.0% |
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 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