+33.1%
ZM vs AUR
+84.2%
-51.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -5.7% | +1.4% | -7.1% | -5.9% |
| 30D | -9.1% | -6.4% | -2.7% | -8.6% |
| 3M | +3.5% | +7.7% | -4.2% | +2.2% |
| 6M | +25.7% | +44.5% | -18.8% | +19.6% |
| YTD | +10.8% | +67.4% | -56.7% | +3.6% |
| 1Y | +12.8% | +15.4% | -2.7% | +9.0% |
| 3Y | +33.1% | +94.8% | -61.7% | +7.9% |
| All | +33.1% | +84.2% | -51.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling