+517.7%
AMKR vs ZM
+47.0%
+470.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +8.3% | -5.7% | +14.0% | +9.3% |
| 30D | -6.8% | -9.1% | +2.3% | -5.4% |
| 3M | -31.9% | +3.5% | -35.5% | -32.6% |
| 6M | +18.4% | +25.7% | -7.3% | +12.5% |
| YTD | +31.7% | +10.8% | +20.9% | +27.6% |
| 1Y | +105.2% | +12.8% | +92.5% | +98.2% |
| 3Y | +147.7% | +33.1% | +114.6% | +131.2% |
| 5Y | +99.4% | -68.3% | +167.7% | +100.2% |
| All | +517.7% | +47.0% | +470.7% | +569.1% |
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