+55.5%
ZM vs AVAV
+128.1%
-72.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.9% | -7.7% | -5.3% |
| 7D | +1.6% | +3.2% | -1.6% | +1.1% |
| 30D | -7.7% | -20.3% | +12.6% | -4.7% |
| 3M | -4.7% | -19.4% | +14.8% | -2.6% |
| 6M | +24.4% | -35.3% | +59.7% | +30.3% |
| YTD | +11.8% | -38.5% | +50.3% | +15.7% |
| 1Y | +13.4% | -37.2% | +50.6% | +15.4% |
| 3Y | +33.8% | +31.1% | +2.7% | +9.6% |
| 5Y | -67.2% | +41.0% | -108.2% | -75.2% |
| All | +55.5% | +128.1% | -72.5% | +16.9% |
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