+227.5%
APH vs ZM
+55.9%
+171.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.8% | -52.6% | -48.2% |
| 7D | -48.7% | +1.1% | -49.8% | -48.9% |
| 30D | -51.9% | +0.7% | -52.6% | -52.2% |
| 3M | -43.6% | -3.7% | -39.9% | -43.7% |
| 6M | -37.5% | +29.9% | -67.4% | -39.8% |
| YTD | -38.6% | +17.4% | -56.1% | -40.4% |
| 1Y | -26.3% | +22.4% | -48.7% | -28.9% |
| 3Y | +89.2% | +41.3% | +47.9% | +79.1% |
| 5Y | +119.8% | -66.0% | +185.8% | +116.3% |
| All | +227.5% | +55.9% | +171.6% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling