+3,814.9%
AMD vs ZS
+618.8%
+3,196.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.1% | +12.1% |
| 7D | -11.0% | -16.9% | +5.8% | -4.8% |
| 30D | -30.5% | -7.4% | -23.0% | -28.5% |
| 3M | -8.2% | +21.6% | -29.8% | -15.8% |
| 6M | +6.6% | +42.4% | -35.8% | -12.4% |
| YTD | +109.7% | -12.1% | +121.8% | +101.6% |
| 1Y | +88.9% | -37.8% | +126.7% | +106.5% |
| 3Y | +301.8% | +20.9% | +280.9% | +225.5% |
| 5Y | +229.4% | -41.6% | +271.0% | +221.0% |
| All | +3,814.9% | +618.8% | +3,196.1% | +1,655.2% |
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