-67.2%
ZM vs ARWR
+29.5%
-96.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.4% | -3.4% | -4.6% |
| 7D | +1.6% | +2.9% | -1.2% | +1.1% |
| 30D | -7.7% | -2.9% | -4.8% | -7.3% |
| 3M | -4.7% | +15.2% | -19.9% | -8.1% |
| 6M | +24.4% | +42.3% | -17.8% | +13.9% |
| YTD | +11.8% | +28.2% | -16.4% | +3.7% |
| 1Y | +13.4% | +213.2% | -199.9% | -15.3% |
| 3Y | +33.8% | +184.6% | -150.8% | -9.0% |
| 5Y | -67.2% | +29.2% | -96.4% | -73.6% |
| All | -67.2% | +29.5% | -96.7% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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