+22.4%
AMT vs ZM
+53.5%
-31.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.8% |
| 7D | +1.5% | +11.0% | -9.5% | +0.8% |
| 30D | +6.8% | +5.6% | +1.2% | +6.4% |
| 3M | +11.2% | -9.1% | +20.3% | +11.7% |
| 6M | +12.5% | -2.6% | +15.0% | +12.3% |
| YTD | +12.5% | +15.7% | -3.2% | +10.8% |
| 1Y | +10.1% | +18.8% | -8.6% | +8.2% |
| 3Y | +16.0% | +62.2% | -46.1% | +10.9% |
| 5Y | -17.2% | -60.9% | +43.7% | -18.3% |
| All | +22.4% | +53.5% | -31.1% | +16.7% |
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