+45.0%
ZM vs AVAV
+72.9%
-27.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.5% | -9.3% | -0.4% |
| 7D | -5.9% | -10.6% | +4.7% | -4.5% |
| 30D | -5.2% | -18.8% | +13.6% | -2.5% |
| 3M | -11.3% | -34.1% | +22.8% | -6.2% |
| 6M | -14.5% | -35.3% | +20.8% | -10.7% |
| YTD | +4.2% | -53.4% | +57.5% | +11.8% |
| 1Y | +9.3% | -65.6% | +75.0% | +23.3% |
| 3Y | +45.4% | -5.1% | +50.5% | +25.0% |
| 5Y | -66.0% | +18.5% | -84.6% | -73.8% |
| All | +45.0% | +72.9% | -27.9% | +13.0% |
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