+520.8%
APP vs ZM
-70.6%
+591.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.9% | -5.5% | -2.5% |
| 7D | +48.9% | +6.8% | +42.2% | +42.2% |
| 30D | +49.4% | +0.1% | +49.3% | +48.5% |
| 3M | +27.0% | -7.5% | +34.5% | +31.3% |
| 6M | -15.4% | -8.4% | -7.0% | -13.6% |
| YTD | -39.9% | +13.7% | -53.6% | -48.0% |
| 1Y | -32.0% | +15.9% | -47.9% | -42.3% |
| 3Y | +824.3% | +58.0% | +766.3% | +510.5% |
| 5Y | +252.4% | -60.4% | +312.8% | +374.3% |
| All | +520.8% | -70.6% | +591.5% | +687.1% |
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