+367.9%
APP vs ZM
-71.2%
+439.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -4.4% | +0.3% | -4.7% | -4.7% |
| 30D | -10.0% | -10.3% | +0.3% | -4.4% |
| 3M | -41.4% | -0.7% | -40.8% | -41.9% |
| 6M | -41.0% | +24.8% | -65.8% | -50.8% |
| YTD | -54.7% | +11.5% | -66.2% | -60.0% |
| 1Y | -45.3% | +12.3% | -57.7% | -52.7% |
| 3Y | +624.3% | +33.5% | +590.8% | +444.2% |
| 5Y | +329.1% | -67.5% | +396.6% | +535.0% |
| All | +367.9% | -71.2% | +439.1% | +505.6% |
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