+11.3%
AA vs ZS
+517.5%
-506.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.4% |
| 7D | -0.7% | -7.8% | +7.1% | +0.5% |
| 30D | +5.0% | +5.0% | -0.1% | +4.0% |
| 3M | -35.8% | +25.5% | -61.4% | -38.5% |
| 6M | -18.4% | +8.7% | -27.1% | -21.6% |
| YTD | -5.5% | -24.5% | +19.0% | -3.9% |
| 1Y | +61.0% | -36.7% | +97.7% | +68.2% |
| 3Y | +66.2% | +7.2% | +59.0% | +56.2% |
| 5Y | +11.4% | -40.9% | +52.3% | +6.3% |
| All | +11.3% | +517.5% | -506.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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