+54.1%
ZM vs AME
+194.4%
-140.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.3% |
| 7D | -5.7% | +1.7% | -7.4% | -5.9% |
| 30D | -9.1% | -6.4% | -2.7% | -8.4% |
| 3M | +3.5% | +7.1% | -3.6% | +2.4% |
| 6M | +25.7% | +8.2% | +17.5% | +23.8% |
| YTD | +10.8% | +18.2% | -7.4% | +7.4% |
| 1Y | +12.8% | +26.7% | -14.0% | +8.0% |
| 3Y | +33.1% | +60.7% | -27.6% | +23.4% |
| 5Y | -68.3% | +91.6% | -159.9% | -71.3% |
| All | +54.1% | +194.4% | -140.2% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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