+577.5%
APH vs ZM
+55.9%
+521.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.6% |
| 7D | +5.0% | +2.9% | +2.0% | +4.7% |
| 30D | -3.9% | +0.7% | -4.6% | -4.1% |
| 3M | +13.0% | -3.7% | +16.7% | +13.1% |
| 6M | +25.2% | +29.9% | -4.7% | +21.0% |
| YTD | +22.9% | +17.4% | +5.5% | +19.8% |
| 1Y | +47.8% | +22.4% | +25.4% | +43.2% |
| 3Y | +283.0% | +41.3% | +241.7% | +263.8% |
| 5Y | +349.7% | -66.0% | +415.7% | +344.1% |
| All | +577.5% | +55.9% | +521.6% | +490.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling