+38.6%
ZM vs AS
+134.9%
-96.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -5.9% | +6.9% | -12.8% | -7.0% |
| 30D | -5.2% | +16.0% | -21.2% | -7.7% |
| 3M | -11.3% | -12.8% | +1.6% | -9.3% |
| 6M | -14.5% | -15.4% | +0.9% | -12.4% |
| YTD | +4.2% | -15.7% | +19.9% | +6.2% |
| 1Y | +9.3% | +6.1% | +3.2% | +6.2% |
| All | +38.6% | +134.9% | -96.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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