+244.7%
APLD vs ZM
-13.7%
+258.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +6.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.6% |
| 30D | -29.4% | -6.2% | -23.2% | -26.1% |
| 3M | -42.8% | -12.2% | -30.5% | -38.6% |
| 6M | -59.5% | -16.0% | -43.4% | -56.3% |
| YTD | -31.8% | +6.3% | -38.1% | -38.3% |
| 1Y | -46.0% | +12.3% | -58.3% | -52.9% |
| 3Y | +252.0% | +51.2% | +200.8% | +145.1% |
| All | +244.7% | -13.7% | +258.5% | +234.5% |
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 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