+54.1%
ZM vs AMCR
+10.0%
+44.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -5.7% | -6.3% | +0.6% | -5.0% |
| 30D | -9.1% | -7.8% | -1.3% | -8.3% |
| 3M | +3.5% | +7.5% | -4.0% | +2.7% |
| 6M | +25.7% | +2.7% | +23.0% | +25.1% |
| YTD | +10.8% | +6.0% | +4.7% | +9.7% |
| 1Y | +12.8% | +7.8% | +5.0% | +11.4% |
| 3Y | +33.1% | +5.8% | +27.4% | +31.6% |
| 5Y | -68.3% | -11.6% | -56.7% | -68.3% |
| All | +54.1% | +10.0% | +44.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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