+61.0%
ZM vs AME
+195.1%
-134.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +11.0% | +5.9% | +5.2% | +10.2% |
| 30D | +5.6% | -1.9% | +7.6% | +5.9% |
| 3M | -9.1% | -5.4% | -3.8% | -8.6% |
| 6M | -2.6% | +4.9% | -7.5% | -3.4% |
| YTD | +15.7% | +18.5% | -2.8% | +12.1% |
| 1Y | +18.8% | +25.5% | -6.7% | +14.0% |
| 3Y | +62.2% | +63.0% | -0.9% | +50.1% |
| 5Y | -60.9% | +78.3% | -139.2% | -65.1% |
| All | +61.0% | +195.1% | -134.1% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling