+295.8%
AMD vs ZS
-44.3%
+340.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +44.7% | -5.2% | +50.0% | +47.3% |
| 30D | -3.3% | -15.5% | +12.2% | +2.9% |
| 3M | +21.2% | +9.0% | +12.2% | +15.8% |
| 6M | +30.6% | +32.2% | -1.6% | +9.9% |
| YTD | +173.3% | -14.1% | +187.4% | +167.6% |
| 1Y | +126.1% | -39.1% | +165.1% | +156.4% |
| 3Y | +393.5% | +10.4% | +383.2% | +304.1% |
| 5Y | +295.8% | -44.6% | +340.4% | +303.5% |
| All | +295.8% | -44.3% | +340.0% | +303.5% |
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 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