+33.8%
ZM vs BAH
-32.1%
+65.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.7% |
| 7D | +1.6% | -4.3% | +6.0% | +2.3% |
| 30D | -7.7% | -4.5% | -3.3% | -7.0% |
| 3M | -4.7% | -7.6% | +2.9% | -3.9% |
| 6M | +24.4% | -10.6% | +35.0% | +25.9% |
| YTD | +11.8% | -12.6% | +24.3% | +12.5% |
| 1Y | +13.4% | -27.0% | +40.3% | +15.7% |
| 3Y | +33.8% | -31.5% | +65.3% | +38.8% |
| All | +33.8% | -32.1% | +65.9% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 3y: compounded portfolio wealth divided by compounded BAH 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…
3y analysis · Full analysis span regression · 6 months rolling