+714.6%
AMAT vs ZM
+38.3%
+676.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +4.0% |
| 7D | -14.7% | -5.9% | -8.8% | -13.7% |
| 30D | -36.1% | -5.2% | -30.9% | -35.4% |
| 3M | -36.9% | -11.3% | -25.6% | -35.5% |
| 6M | -22.2% | -14.5% | -7.7% | -20.6% |
| YTD | +29.9% | +4.2% | +25.8% | +26.5% |
| 1Y | +43.3% | +9.3% | +33.9% | +38.0% |
| 3Y | +142.7% | +45.4% | +97.3% | +118.3% |
| 5Y | +126.2% | -66.0% | +192.3% | +136.7% |
| All | +714.6% | +38.3% | +676.3% | +612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling