+9.3%
AMT vs ZM
+46.9%
-37.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.4% |
| 7D | -2.7% | -2.7% | 0.0% | -2.5% |
| 30D | +2.0% | -10.0% | +12.0% | +2.6% |
| 3M | -9.3% | +1.6% | -10.9% | -9.5% |
| 6M | -5.2% | +25.0% | -30.2% | -6.8% |
| YTD | +0.5% | +10.6% | -10.2% | -0.7% |
| 1Y | -7.3% | +14.0% | -21.2% | -8.6% |
| 3Y | +6.2% | +32.5% | -26.2% | +2.9% |
| 5Y | -31.2% | -68.3% | +37.2% | -31.7% |
| All | +9.3% | +46.9% | -37.6% | +4.6% |
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