+46.6%
ZM vs APD
+87.5%
-40.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -7.0% | +11.0% | -18.0% | -8.4% |
| 3M | -15.2% | +1.3% | -16.5% | -15.4% |
| 6M | -16.8% | +6.4% | -23.1% | -17.7% |
| YTD | +5.4% | +28.9% | -23.6% | +0.9% |
| 1Y | +9.3% | +23.2% | -13.9% | +5.4% |
| 3Y | +46.5% | +26.3% | +20.2% | +39.7% |
| 5Y | -63.8% | +12.0% | -75.9% | -66.7% |
| All | +46.6% | +87.5% | -40.9% | +22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling