+63.4%
ZM vs APD
+80.9%
-17.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -3.7% | +7.2% | -10.9% | -4.8% |
| 6M | +29.9% | +11.2% | +18.6% | +27.4% |
| YTD | +17.4% | +24.4% | -7.0% | +13.1% |
| 1Y | +22.4% | +6.7% | +15.7% | +20.6% |
| 3Y | +41.3% | +9.2% | +32.0% | +37.3% |
| 5Y | -66.0% | +27.4% | -93.4% | -68.2% |
| All | +63.4% | +80.9% | -17.5% | +37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling