+28.9%
ZM vs BAM
+81.2%
-52.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +11.0% | -2.7% | +13.7% | +12.1% |
| 30D | +5.6% | +15.5% | -9.9% | -0.6% |
| 3M | -9.1% | -6.9% | -2.3% | -6.9% |
| 6M | -2.6% | +9.9% | -12.5% | -6.9% |
| YTD | +15.7% | +1.4% | +14.3% | +13.7% |
| 1Y | +18.8% | +3.3% | +15.5% | +15.8% |
| 3Y | +62.2% | +83.6% | -21.5% | +25.2% |
| All | +28.9% | +81.2% | -52.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 5y: compounded portfolio wealth divided by compounded BAM 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…
5y analysis · Full analysis span regression · 6 months rolling