+46.6%
ZM vs AR
+343.2%
-296.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.2% |
| 7D | -1.0% | -5.8% | +4.7% | -1.1% |
| 30D | -7.0% | +4.8% | -11.8% | -6.9% |
| 3M | -15.2% | +1.5% | -16.7% | -15.2% |
| 6M | -16.8% | +4.7% | -21.5% | -16.7% |
| YTD | +5.4% | +9.2% | -3.8% | +5.5% |
| 1Y | +9.3% | +11.2% | -1.8% | +9.5% |
| 3Y | +46.5% | +46.2% | +0.2% | +48.4% |
| 5Y | -63.8% | +98.1% | -161.9% | -61.7% |
| All | +46.6% | +343.2% | -296.6% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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