+47.9%
ZM vs ALLE
+122.9%
-75.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +1.6% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -6.2% | +26.6% | -32.8% | -9.9% |
| 3M | -12.2% | +13.2% | -25.4% | -14.2% |
| 6M | -16.0% | +42.9% | -58.9% | -21.3% |
| YTD | +6.3% | +21.0% | -14.8% | +2.4% |
| 1Y | +12.3% | +15.2% | -2.9% | +9.2% |
| 3Y | +51.2% | +95.6% | -44.4% | +33.6% |
| 5Y | -64.5% | +53.4% | -117.9% | -69.8% |
| All | +47.9% | +122.9% | -75.0% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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