+55.1%
ZM vs ALM
+1,153.3%
-1,098.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.3% |
| 7D | +0.3% | +3.6% | -3.3% | +0.3% |
| 30D | -10.3% | +33.8% | -44.1% | -10.4% |
| 3M | -0.7% | +14.8% | -15.4% | -0.8% |
| 6M | +24.8% | -7.0% | +31.8% | +24.7% |
| YTD | +11.5% | +108.1% | -96.6% | +10.3% |
| 1Y | +12.3% | +313.8% | -301.4% | +10.6% |
| 3Y | +33.5% | +2,227.6% | -2,194.1% | +32.2% |
| 5Y | -67.5% | +956.6% | -1,024.1% | -68.1% |
| All | +55.1% | +1,153.3% | -1,098.2% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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