-67.1%
ZM vs AMCR
-12.3%
-54.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -5.7% | -6.3% | +0.6% | -3.4% |
| 30D | -9.1% | -7.8% | -1.3% | -6.4% |
| 3M | +3.5% | +7.5% | -4.0% | +0.4% |
| 6M | +25.7% | +2.7% | +23.0% | +23.1% |
| YTD | +10.8% | +6.0% | +4.7% | +5.9% |
| 1Y | +12.8% | +7.8% | +5.0% | +6.7% |
| 3Y | +33.1% | +5.8% | +27.4% | +20.7% |
| All | -67.1% | -12.3% | -54.7% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling