+57.6%
ZM vs AME
+193.8%
-136.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +10.0% | +8.1% | +1.9% | +8.9% |
| 30D | -0.5% | -3.8% | +3.3% | 0.0% |
| 3M | -7.1% | -6.6% | -0.4% | -6.3% |
| 6M | -5.1% | +4.6% | -9.7% | -5.9% |
| YTD | +13.2% | +17.9% | -4.7% | +9.8% |
| 1Y | +15.3% | +23.2% | -7.9% | +11.0% |
| 3Y | +57.4% | +62.9% | -5.5% | +45.7% |
| 5Y | -61.7% | +77.5% | -139.2% | -65.8% |
| All | +57.6% | +193.8% | -136.2% | +63.9% |
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