-2.9%
ADSK vs ZS
+1.4%
-4.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.2% |
| 7D | -2.5% | -3.1% | +0.6% | -1.6% |
| 30D | -14.9% | -7.2% | -7.7% | -13.0% |
| 3M | +3.3% | +30.5% | -27.2% | -4.7% |
| 6M | -15.7% | +7.0% | -22.6% | -21.0% |
| YTD | -28.2% | -26.8% | -1.4% | -24.4% |
| 1Y | -34.5% | -42.6% | +8.1% | -26.1% |
| 3Y | -2.9% | -0.3% | -2.6% | -19.3% |
| All | -2.9% | +1.4% | -4.3% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling