+887.9%
APP vs ZM
+61.1%
+826.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.0% |
| 7D | +4.6% | +11.0% | -6.5% | -0.1% |
| 30D | +56.0% | +5.6% | +50.4% | +51.9% |
| 3M | +30.8% | -9.1% | +40.0% | +35.8% |
| 6M | -9.8% | -2.6% | -7.2% | -10.5% |
| YTD | -39.3% | +15.7% | -54.9% | -45.6% |
| 1Y | -26.4% | +18.8% | -45.2% | -35.3% |
| 3Y | +887.9% | +62.2% | +825.8% | +672.5% |
| All | +887.9% | +61.1% | +826.9% | +672.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling