+22.4%
ZM vs UMAC
+164.0%
-141.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.3% | +3.3% |
| 7D | +2.9% | -0.9% | +3.9% | +3.0% |
| 30D | +0.7% | -7.7% | +8.3% | +0.7% |
| 3M | -3.7% | -26.4% | +22.8% | -3.5% |
| 6M | +29.9% | +61.9% | -32.0% | +28.4% |
| YTD | +17.4% | +86.5% | -69.1% | +14.7% |
| 1Y | +22.4% | +156.3% | -133.9% | +24.3% |
| All | +22.4% | +164.0% | -141.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling