+483.7%
APLD vs ZM
-9.3%
+493.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -4.8% | +12.2% | +9.9% |
| 7D | +16.6% | +1.6% | +14.9% | +15.2% |
| 30D | -3.1% | -7.7% | +4.6% | +0.3% |
| 3M | -30.9% | -4.7% | -26.2% | -30.4% |
| 6M | +12.6% | +24.4% | -11.8% | -6.3% |
| YTD | +15.5% | +11.8% | +3.7% | +0.7% |
| 1Y | +103.5% | +13.4% | +90.2% | +74.7% |
| 3Y | +446.5% | +33.8% | +412.7% | +314.6% |
| All | +483.7% | -9.3% | +493.0% | +446.4% |
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