+61.0%
ZM vs AVAV
+80.2%
-19.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +2.6% |
| 7D | +11.0% | +4.2% | +6.8% | +10.2% |
| 30D | +5.6% | -2.6% | +8.2% | +5.6% |
| 3M | -9.1% | -38.0% | +28.8% | -3.1% |
| 6M | -2.6% | -27.0% | +24.4% | -0.1% |
| YTD | +15.7% | -51.4% | +67.1% | +23.3% |
| 1Y | +18.8% | -60.2% | +79.0% | +30.7% |
| 3Y | +62.2% | -6.7% | +68.8% | +40.4% |
| 5Y | -60.9% | +28.3% | -89.2% | -70.2% |
| All | +61.0% | +80.2% | -19.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling