+58.2%
ZM vs AMC
-97.8%
+156.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.2% | +9.0% | +7.9% |
| 7D | +6.8% | -2.8% | +9.6% | +6.8% |
| 30D | +0.1% | +14.0% | -13.9% | -0.2% |
| 3M | -7.5% | +42.5% | -50.0% | -8.3% |
| 6M | -8.4% | +142.6% | -151.0% | -10.6% |
| YTD | +13.7% | +119.2% | -105.6% | +11.1% |
| 1Y | +15.9% | +40.7% | -24.8% | +14.3% |
| 3Y | +58.0% | -57.3% | +115.3% | +57.3% |
| 5Y | -60.4% | -99.1% | +38.7% | -59.7% |
| All | +58.2% | -97.8% | +156.0% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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