-75.7%
AAL vs ZS
+517.5%
-593.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.9% |
| 7D | -3.7% | -7.8% | +4.1% | -2.5% |
| 30D | -20.8% | +5.0% | -25.8% | -21.7% |
| 3M | -1.3% | +25.5% | -26.8% | -5.3% |
| 6M | +5.4% | +8.7% | -3.3% | +1.1% |
| YTD | -14.4% | -24.5% | +10.2% | -12.9% |
| 1Y | +2.1% | -36.7% | +38.8% | +6.5% |
| 3Y | -10.6% | +7.2% | -17.8% | -15.9% |
| 5Y | -32.2% | -40.9% | +8.7% | -35.1% |
| All | -75.7% | +517.5% | -593.2% | -82.4% |
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