+561.6%
APH vs ZM
+41.1%
+520.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.0% | +6.2% | +8.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -7.5% | -6.2% | -1.3% | -6.9% |
| 3M | -4.4% | -12.2% | +7.8% | -3.3% |
| 6M | +26.5% | -16.0% | +42.5% | +28.1% |
| YTD | +20.0% | +6.3% | +13.8% | +18.1% |
| 1Y | +16.9% | +12.3% | +4.6% | +14.2% |
| 3Y | +288.5% | +51.2% | +237.3% | +267.4% |
| 5Y | +310.3% | -64.5% | +374.8% | +308.0% |
| All | +561.6% | +41.1% | +520.5% | +482.0% |
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