-83.0%
ZM vs JAAA
+29.3%
-112.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | -7.7% | +0.5% | -8.2% | -8.5% |
| 3M | -4.7% | +1.2% | -5.9% | -6.9% |
| 6M | +24.4% | +2.8% | +21.6% | +17.9% |
| YTD | +11.8% | +3.2% | +8.6% | +5.4% |
| 1Y | +13.4% | +4.8% | +8.5% | +3.9% |
| 3Y | +33.8% | +19.0% | +14.9% | +5.5% |
| 5Y | -67.2% | +26.8% | -94.0% | -76.5% |
| All | -83.0% | +29.3% | -112.3% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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