+282.2%
APH vs ZM
-65.8%
+347.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.2% | +2.9% | +3.9% |
| 7D | -5.9% | -5.9% | -0.1% | -4.8% |
| 30D | -14.8% | -5.2% | -9.6% | -13.9% |
| 3M | -12.4% | -11.3% | -1.2% | -10.7% |
| 6M | +8.1% | -14.5% | +22.6% | +10.3% |
| YTD | +10.9% | +4.2% | +6.8% | +7.3% |
| 1Y | +8.8% | +9.3% | -0.5% | +3.8% |
| 3Y | +262.1% | +45.4% | +216.7% | +219.2% |
| All | +282.2% | -65.8% | +347.9% | +271.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling