-66.7%
ZM vs AUR
-35.0%
-31.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.3% | +11.1% | -10.8% | -1.5% |
| 30D | -10.3% | -6.9% | -3.4% | -9.5% |
| 3M | -0.7% | +5.5% | -6.2% | -2.3% |
| 6M | +24.8% | +41.0% | -16.2% | +15.6% |
| YTD | +11.5% | +69.3% | -57.8% | -0.5% |
| 1Y | +12.3% | +14.0% | -1.7% | +6.6% |
| 3Y | +33.5% | +90.1% | -56.6% | -2.9% |
| 5Y | -67.5% | -34.4% | -33.1% | -72.6% |
| All | -66.7% | -35.0% | -31.7% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling