+63.4%
ZM vs AME
+189.3%
-125.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.7% | +3.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.9% |
| 30D | +0.7% | -6.7% | +7.4% | +1.5% |
| 3M | -3.7% | +4.1% | -7.8% | -4.3% |
| 6M | +29.9% | +1.6% | +28.3% | +29.1% |
| YTD | +17.4% | +16.1% | +1.3% | +14.1% |
| 1Y | +22.4% | +27.3% | -4.9% | +17.1% |
| 3Y | +41.3% | +50.9% | -9.6% | +31.8% |
| 5Y | -66.0% | +81.4% | -147.4% | -69.4% |
| All | +63.4% | +189.3% | -125.9% | +70.4% |
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