+807.2%
AMAT vs ZM
+41.1%
+766.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.3% | +11.0% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -26.9% | -6.2% | -20.7% | -25.9% |
| 3M | -31.2% | -12.2% | -19.0% | -29.6% |
| 6M | -14.7% | -16.0% | +1.3% | -12.6% |
| YTD | +44.7% | +6.3% | +38.4% | +40.4% |
| 1Y | +62.0% | +12.3% | +49.7% | +55.2% |
| 3Y | +165.0% | +51.2% | +113.7% | +136.7% |
| 5Y | +147.1% | -64.5% | +211.6% | +157.2% |
| All | +807.2% | +41.1% | +766.1% | +691.2% |
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