+9.6%
ZM vs AVTR
+37.4%
-27.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -8.4% | -6.2% | -2.2% | -7.5% |
| 30D | -1.9% | -1.0% | -0.9% | -1.8% |
| 3M | -10.1% | +14.4% | -24.5% | -12.1% |
| 6M | -13.9% | +95.9% | -109.7% | -24.6% |
| YTD | +6.4% | +36.6% | -30.1% | -1.2% |
| 1Y | +9.6% | +35.1% | -25.6% | +3.5% |
| All | +9.6% | +37.4% | -27.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling