+443.7%
APLD vs ZM
-4.7%
+448.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | 0.0% |
| 7D | +4.1% | +2.9% | +1.1% | +2.5% |
| 30D | -11.7% | +0.7% | -12.4% | -12.5% |
| 3M | -40.3% | -3.7% | -36.6% | -39.8% |
| 6M | -8.0% | +29.9% | -37.8% | -24.9% |
| YTD | +7.5% | +17.4% | -9.9% | -8.4% |
| 1Y | +84.0% | +22.4% | +61.6% | +51.4% |
| 3Y | +356.2% | +41.3% | +314.9% | +236.7% |
| All | +443.7% | -4.7% | +448.4% | +397.2% |
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