+55.9%
ADSK vs ZS
+494.5%
-438.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.9% |
| 7D | -10.9% | -8.1% | -2.9% | -8.6% |
| 30D | -15.9% | -8.4% | -7.5% | -13.7% |
| 3M | -4.4% | +31.1% | -35.4% | -12.3% |
| 6M | -16.6% | +4.4% | -21.0% | -20.7% |
| YTD | -28.5% | -27.3% | -1.2% | -24.5% |
| 1Y | -34.6% | -41.4% | +6.7% | -26.9% |
| 3Y | -3.5% | +1.7% | -5.1% | -12.0% |
| 5Y | -25.6% | -39.6% | +14.0% | -27.2% |
| All | +55.9% | +494.5% | -438.6% | -15.0% |
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