-67.5%
ZM vs ATI
+1,086.3%
-1,153.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | -10.3% | -9.5% | -0.8% | -9.0% |
| 3M | -0.7% | +10.4% | -11.0% | -2.6% |
| 6M | +24.8% | +31.8% | -7.0% | +18.1% |
| YTD | +11.5% | +80.0% | -68.5% | -0.9% |
| 1Y | +12.3% | +175.8% | -163.5% | -8.5% |
| 3Y | +33.5% | +364.2% | -330.8% | -6.1% |
| 5Y | -67.5% | +1,076.9% | -1,144.4% | -78.8% |
| All | -67.5% | +1,086.3% | -1,153.8% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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