+584.6%
AAPL vs ZM
+47.0%
+537.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +3.8% | -5.7% | +9.5% | +4.8% |
| 30D | +9.9% | -9.1% | +19.0% | +11.4% |
| 3M | +12.5% | +3.5% | +9.0% | +11.4% |
| 6M | +27.6% | +25.7% | +2.0% | +21.9% |
| YTD | +22.6% | +10.8% | +11.8% | +18.9% |
| 1Y | +45.0% | +12.8% | +32.2% | +39.9% |
| 3Y | +87.8% | +33.1% | +54.6% | +74.7% |
| 5Y | +128.7% | -68.3% | +197.0% | +140.1% |
| All | +584.6% | +47.0% | +537.6% | +531.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling