+54.1%
ZM vs AZO
+174.3%
-120.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.7% | -3.6% | -2.1% | -5.3% |
| 30D | -9.1% | -5.6% | -3.5% | -8.5% |
| 3M | +3.5% | -6.6% | +10.2% | +4.3% |
| 6M | +25.7% | -22.5% | +48.2% | +28.7% |
| YTD | +10.8% | -15.2% | +25.9% | +12.6% |
| 1Y | +12.8% | -33.9% | +46.7% | +16.9% |
| 3Y | +33.1% | +11.8% | +21.3% | +32.5% |
| 5Y | -68.3% | +85.5% | -153.8% | -67.2% |
| All | +54.1% | +174.3% | -120.1% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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