+30.9%
ZM vs BAM
+78.0%
-47.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.0% |
| 7D | +2.9% | -2.0% | +4.9% | +3.8% |
| 30D | +0.7% | -2.9% | +3.6% | +1.8% |
| 3M | -3.7% | +9.4% | -13.1% | -7.2% |
| 6M | +29.9% | +10.8% | +19.1% | +24.0% |
| YTD | +17.4% | -0.4% | +17.9% | +16.7% |
| 1Y | +22.4% | -10.9% | +33.3% | +26.5% |
| 3Y | +41.3% | +61.3% | -20.0% | +14.4% |
| All | +30.9% | +78.0% | -47.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling