+867.3%
AMAT vs ZM
+50.9%
+816.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.9% | -1.8% | +4.6% |
| 7D | +7.0% | +6.8% | +0.2% | +5.8% |
| 30D | -20.6% | +0.1% | -20.7% | -20.5% |
| 3M | -24.8% | -7.5% | -17.2% | -23.8% |
| 6M | -10.7% | -8.4% | -2.3% | -10.0% |
| YTD | +54.3% | +13.7% | +40.6% | +47.8% |
| 1Y | +73.7% | +15.9% | +57.8% | +65.6% |
| 3Y | +168.4% | +58.0% | +110.4% | +137.8% |
| 5Y | +167.6% | -60.4% | +227.9% | +174.1% |
| All | +867.3% | +50.9% | +816.4% | +733.0% |
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