+491.7%
AEM vs ZM
+55.9%
+435.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.3% |
| 7D | -0.5% | +2.9% | -3.5% | -0.7% |
| 30D | +24.0% | +0.7% | +23.3% | +23.9% |
| 3M | +16.1% | -3.7% | +19.8% | +16.2% |
| 6M | -11.6% | +29.9% | -41.5% | -13.1% |
| YTD | +21.5% | +17.4% | +4.1% | +20.0% |
| 1Y | +39.2% | +22.4% | +16.8% | +37.0% |
| 3Y | +347.4% | +41.3% | +306.1% | +334.3% |
| 5Y | +290.1% | -66.0% | +356.2% | +292.3% |
| All | +491.7% | +55.9% | +435.8% | +540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling