+45.6%
ZM vs AMDL
+117.8%
-72.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +11.7% | -16.5% | -5.3% |
| 7D | +1.6% | +19.9% | -18.3% | +0.9% |
| 30D | -7.7% | +6.3% | -14.0% | -8.1% |
| 3M | -4.7% | -9.9% | +5.2% | -5.6% |
| 6M | +24.4% | +394.3% | -369.9% | +9.1% |
| YTD | +11.8% | +257.3% | -245.5% | -1.4% |
| 1Y | +13.4% | +508.5% | -495.2% | -6.0% |
| All | +45.6% | +117.8% | -72.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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