+9.6%
ZM vs APD
+36.4%
-26.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.1% |
| 7D | -8.4% | +3.8% | -12.2% | -8.2% |
| 30D | -1.9% | +14.1% | -16.0% | -1.5% |
| 3M | -10.1% | +8.2% | -18.3% | -9.8% |
| 6M | -13.9% | +7.5% | -21.4% | -13.5% |
| YTD | +6.4% | +31.7% | -25.2% | +7.1% |
| 1Y | +9.6% | +35.1% | -25.5% | +9.1% |
| All | +9.6% | +36.4% | -26.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling