+1,522.3%
AMD vs ZM
+38.3%
+1,484.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.2% | +9.8% | +10.7% |
| 7D | -11.0% | -5.9% | -5.2% | -9.2% |
| 30D | -30.5% | -5.2% | -25.3% | -29.1% |
| 3M | -8.2% | -11.3% | +3.0% | -5.2% |
| 6M | +6.6% | -14.5% | +21.1% | +10.0% |
| YTD | +109.7% | +4.2% | +105.5% | +100.7% |
| 1Y | +88.9% | +9.3% | +79.6% | +77.6% |
| 3Y | +301.8% | +45.4% | +256.4% | +241.3% |
| 5Y | +229.4% | -66.0% | +295.4% | +278.5% |
| All | +1,522.3% | +38.3% | +1,484.0% | +1,318.3% |
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 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