+1,897.5%
AMD vs ZM
+50.9%
+1,846.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.9% | -0.6% | +5.0% |
| 7D | +13.1% | +6.8% | +6.3% | +11.3% |
| 30D | -7.0% | +0.1% | -7.1% | -6.5% |
| 3M | +16.6% | -7.5% | +24.1% | +19.1% |
| 6M | +20.5% | -8.4% | +29.0% | +22.1% |
| YTD | +158.2% | +13.7% | +144.5% | +141.1% |
| 1Y | +132.8% | +15.9% | +116.8% | +115.3% |
| 3Y | +366.2% | +58.0% | +308.2% | +286.7% |
| 5Y | +278.7% | -60.4% | +339.1% | +319.7% |
| All | +1,897.5% | +50.9% | +1,846.6% | +1,603.4% |
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