+55.1%
ZM vs APA
+48.1%
+7.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.3% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | -10.3% | +9.3% | -19.6% | -10.3% |
| 3M | -0.7% | +23.3% | -24.0% | -0.8% |
| 6M | +24.8% | +39.5% | -14.7% | +24.7% |
| YTD | +11.5% | +87.6% | -76.2% | +11.2% |
| 1Y | +12.3% | +114.2% | -101.9% | +11.9% |
| 3Y | +33.5% | +13.6% | +19.9% | +31.3% |
| 5Y | -67.5% | +175.6% | -243.1% | -65.9% |
| All | +55.1% | +48.1% | +7.0% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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