+62.2%
ZM vs ALM
+909.2%
-847.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.7% | -5.6% | +2.0% |
| 7D | +11.0% | +1.2% | +9.8% | +11.0% |
| 30D | +5.6% | -19.3% | +25.0% | +6.1% |
| 3M | -9.1% | -40.6% | +31.5% | -8.3% |
| 6M | -2.6% | -57.9% | +55.3% | -1.1% |
| YTD | +15.7% | -6.7% | +22.4% | +13.3% |
| 1Y | +18.8% | +20.2% | -1.4% | +15.3% |
| 3Y | +62.2% | +879.4% | -817.3% | +62.8% |
| All | +62.2% | +909.2% | -847.0% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling