+403.2%
APLD vs ZM
+38.4%
+364.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +0.5% |
| 7D | +4.1% | +2.9% | +1.1% | +2.9% |
| 30D | -11.7% | +0.7% | -12.4% | -12.3% |
| 3M | -40.3% | -3.7% | -36.6% | -39.6% |
| 6M | -8.0% | +29.9% | -37.8% | -21.5% |
| YTD | +7.5% | +17.4% | -9.9% | -4.8% |
| 1Y | +84.0% | +22.4% | +61.6% | +58.2% |
| All | +403.2% | +38.4% | +364.8% | +314.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling