-18.6%
ZM vs AS
-8.7%
-9.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.1% |
| 7D | -9.1% | +7.1% | -16.2% | -9.6% |
| 30D | -5.7% | +12.8% | -18.5% | -6.7% |
| 3M | -11.7% | -14.7% | +3.0% | -11.7% |
| 6M | -18.6% | -9.9% | -8.6% | -18.3% |
| All | -18.6% | -8.7% | -9.9% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling