+147.1%
AMAT vs ZM
-60.9%
+208.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.9% | -3.4% |
| 7D | +11.4% | +11.0% | +0.3% | +7.7% |
| 30D | -17.0% | +5.6% | -22.7% | -18.3% |
| 3M | -30.6% | -9.1% | -21.5% | -28.7% |
| 6M | -14.9% | -2.6% | -12.4% | -15.6% |
| YTD | +44.7% | +15.7% | +29.0% | +32.5% |
| 1Y | +66.9% | +18.8% | +48.1% | +50.8% |
| 3Y | +153.3% | +62.2% | +91.1% | +95.1% |
| All | +147.1% | -60.9% | +208.0% | +139.9% |
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