+528.8%
APP vs ZM
-72.6%
+601.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.5% |
| 7D | +79.2% | -0.3% | +79.5% | +78.7% |
| 30D | +48.0% | -6.2% | +54.2% | +53.3% |
| 3M | +18.2% | -12.2% | +30.5% | +26.3% |
| 6M | -12.5% | -16.0% | +3.5% | -5.5% |
| YTD | -39.2% | +6.3% | -45.4% | -45.0% |
| 1Y | -33.9% | +12.3% | -46.1% | -42.9% |
| 3Y | +933.3% | +51.2% | +882.1% | +601.7% |
| 5Y | +295.9% | -64.5% | +360.4% | +466.3% |
| All | +528.8% | -72.6% | +601.4% | +732.3% |
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 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