+40.6%
ZM vs APD
+11.3%
+29.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.4% |
| 7D | +2.9% | -2.2% | +5.2% | +3.3% |
| 30D | +0.7% | +2.1% | -1.4% | +0.4% |
| 3M | -3.7% | +7.2% | -10.9% | -4.8% |
| 6M | +29.9% | +11.2% | +18.6% | +27.3% |
| YTD | +17.4% | +24.4% | -7.0% | +12.8% |
| 1Y | +22.4% | +6.7% | +15.7% | +21.1% |
| All | +40.6% | +11.3% | +29.3% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling