+333.0%
APP vs ZM
-66.0%
+399.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.0% | +0.1% |
| 7D | +0.9% | +2.9% | -2.1% | -1.1% |
| 30D | -23.3% | +0.7% | -24.0% | -24.3% |
| 3M | -42.6% | -3.7% | -39.0% | -41.9% |
| 6M | -33.6% | +29.9% | -63.5% | -46.4% |
| YTD | -52.4% | +17.4% | -69.9% | -59.5% |
| 1Y | -35.9% | +22.4% | -58.3% | -47.9% |
| 3Y | +642.2% | +41.3% | +600.9% | +429.1% |
| All | +333.0% | -66.0% | +399.0% | +574.0% |
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