+126.7%
AMAT vs ZM
-65.8%
+192.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.8% |
| 7D | -14.7% | -5.9% | -8.8% | -12.9% |
| 30D | -36.1% | -5.2% | -30.9% | -34.9% |
| 3M | -36.9% | -11.3% | -25.6% | -34.6% |
| 6M | -22.2% | -14.5% | -7.7% | -19.5% |
| YTD | +29.9% | +4.2% | +25.8% | +23.0% |
| 1Y | +43.3% | +9.3% | +33.9% | +32.7% |
| 3Y | +142.7% | +45.4% | +97.3% | +93.7% |
| All | +126.7% | -65.8% | +192.5% | +132.3% |
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 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