+63.4%
ZM vs ALLE
+83.2%
-19.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.2% | +3.1% |
| 7D | +2.9% | -0.2% | +3.2% | +3.0% |
| 30D | +0.7% | -6.8% | +7.5% | +1.9% |
| 3M | -3.7% | +21.0% | -24.7% | -7.0% |
| 6M | +29.9% | +1.1% | +28.8% | +29.3% |
| YTD | +17.4% | -0.5% | +18.0% | +17.1% |
| 1Y | +22.4% | -7.3% | +29.6% | +23.7% |
| 3Y | +41.3% | +42.3% | -1.0% | +31.5% |
| 5Y | -66.0% | +13.5% | -79.5% | -70.8% |
| All | +63.4% | +83.2% | -19.8% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling