+147.1%
AMAT vs ZS
-45.5%
+192.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +11.4% | -2.6% | +14.0% | +12.1% |
| 30D | -17.0% | -12.8% | -4.2% | -14.3% |
| 3M | -30.6% | +2.3% | -32.9% | -31.8% |
| 6M | -14.9% | +26.3% | -41.2% | -24.1% |
| YTD | +44.7% | -14.4% | +59.1% | +42.6% |
| 1Y | +66.9% | -37.6% | +104.5% | +82.6% |
| 3Y | +153.3% | +8.0% | +145.3% | +121.4% |
| All | +147.1% | -45.5% | +192.6% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling