+292.6%
APP vs ZM
-65.8%
+358.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.2% | +8.7% | +9.1% |
| 7D | +71.2% | -5.9% | +77.1% | +77.0% |
| 30D | +39.1% | -5.2% | +44.2% | +43.0% |
| 3M | +16.5% | -11.3% | +27.8% | +23.8% |
| 6M | -16.6% | -14.5% | -2.0% | -10.9% |
| YTD | -41.9% | +4.2% | -46.1% | -47.1% |
| 1Y | -37.0% | +9.3% | -46.4% | -45.1% |
| 3Y | +892.4% | +45.4% | +847.1% | +575.8% |
| All | +292.6% | -65.8% | +358.4% | +409.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling