+503.8%
APP vs ZM
-70.8%
+574.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.5% |
| 7D | +10.6% | +10.0% | +0.6% | +4.2% |
| 30D | +44.6% | -0.5% | +45.1% | +44.2% |
| 3M | +29.6% | -7.1% | +36.7% | +33.5% |
| 6M | -19.8% | -5.1% | -14.7% | -19.8% |
| YTD | -41.6% | +13.2% | -54.8% | -49.3% |
| 1Y | -32.7% | +15.3% | -48.0% | -42.7% |
| 3Y | +799.0% | +57.4% | +741.6% | +495.3% |
| 5Y | +250.4% | -61.7% | +312.1% | +378.5% |
| All | +503.8% | -70.8% | +574.6% | +667.4% |
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 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