+70.6%
ALNY vs ZS
+494.5%
-423.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.8% |
| 7D | -6.4% | -8.1% | +1.6% | -5.0% |
| 30D | +11.9% | -8.4% | +20.3% | +13.4% |
| 3M | -15.0% | +31.1% | -46.1% | -19.7% |
| 6M | -23.2% | +4.4% | -27.6% | -26.4% |
| YTD | -37.8% | -27.3% | -10.4% | -36.0% |
| 1Y | -47.3% | -41.4% | -5.9% | -43.7% |
| 3Y | +22.9% | +1.7% | +21.2% | +12.7% |
| 5Y | +30.6% | -39.6% | +70.2% | +24.0% |
| All | +70.6% | +494.5% | -423.8% | -1.5% |
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