+63.4%
ZM vs ARWR
+371.3%
-307.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | +2.9% | +1.7% | +1.3% | +2.7% |
| 30D | +0.7% | -0.7% | +1.3% | +0.7% |
| 3M | -3.7% | +14.9% | -18.6% | -6.6% |
| 6M | +29.9% | +32.6% | -2.7% | +22.1% |
| YTD | +17.4% | +30.0% | -12.6% | +10.2% |
| 1Y | +22.4% | +208.4% | -186.0% | -2.7% |
| 3Y | +41.3% | +208.8% | -167.5% | +3.2% |
| 5Y | -66.0% | +27.8% | -93.8% | -72.4% |
| All | +63.4% | +371.3% | -307.9% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling