+247.2%
AMAT vs ZM
-66.0%
+313.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.3% | +1.1% | +3.3% |
| 7D | -1.5% | +2.9% | -4.5% | -2.4% |
| 30D | -14.8% | +0.7% | -15.5% | -15.3% |
| 3M | -9.3% | -3.7% | -5.6% | -9.0% |
| 6M | +27.4% | +29.9% | -2.5% | +13.3% |
| YTD | +77.6% | +17.4% | +60.1% | +62.0% |
| 1Y | +188.9% | +22.4% | +166.5% | +158.4% |
| 3Y | +202.3% | +41.3% | +161.0% | +147.5% |
| All | +247.2% | -66.0% | +313.2% | +283.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling