+739.2%
AMAT vs ZS
+517.5%
+221.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +5.4% |
| 7D | -1.5% | -7.8% | +6.3% | +0.3% |
| 30D | -14.8% | +5.0% | -19.8% | -16.1% |
| 3M | -9.3% | +25.5% | -34.8% | -15.0% |
| 6M | +27.4% | +8.7% | +18.7% | +18.4% |
| YTD | +77.6% | -24.5% | +102.1% | +80.3% |
| 1Y | +188.9% | -36.7% | +225.6% | +206.7% |
| 3Y | +202.3% | +7.2% | +195.1% | +171.7% |
| 5Y | +248.9% | -40.9% | +289.8% | +236.9% |
| All | +739.2% | +517.5% | +221.7% | +414.2% |
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