+63.4%
ZM vs AVAV
+121.8%
-58.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.5% |
| 7D | +2.9% | -2.2% | +5.2% | +3.3% |
| 30D | +0.7% | -13.9% | +14.6% | +2.8% |
| 3M | -3.7% | -29.2% | +25.5% | +0.4% |
| 6M | +29.9% | -36.1% | +66.0% | +36.2% |
| YTD | +17.4% | -40.2% | +57.6% | +22.1% |
| 1Y | +22.4% | -36.2% | +58.6% | +24.2% |
| 3Y | +41.3% | +47.5% | -6.2% | +11.6% |
| 5Y | -66.0% | +39.3% | -105.3% | -74.3% |
| All | +63.4% | +121.8% | -58.3% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling