-46.8%
APLD vs ZM
+12.0%
-58.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +7.0% |
| 7D | +3.1% | -0.3% | +3.4% | +3.3% |
| 30D | -29.4% | -6.2% | -23.2% | -28.1% |
| 3M | -42.8% | -12.2% | -30.5% | -41.5% |
| 6M | -59.5% | -16.0% | -43.4% | -57.5% |
| YTD | -31.8% | +6.3% | -38.1% | -33.5% |
| All | -46.8% | +12.0% | -58.8% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling