+285.2%
APH vs ZM
-60.9%
+346.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.9% | -2.2% |
| 7D | +4.9% | +11.0% | -6.2% | +2.7% |
| 30D | -5.4% | +5.6% | -11.0% | -6.4% |
| 3M | -5.5% | -9.1% | +3.7% | -4.0% |
| 6M | +25.9% | -2.6% | +28.5% | +25.3% |
| YTD | +16.4% | +15.7% | +0.7% | +10.2% |
| 1Y | +16.5% | +18.8% | -2.3% | +9.5% |
| 3Y | +270.9% | +62.2% | +208.7% | +219.8% |
| All | +285.2% | -60.9% | +346.0% | +257.9% |
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