-32.3%
AMT vs ZS
-42.6%
+10.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | +0.3% |
| 7D | -0.2% | -9.2% | +9.0% | +0.5% |
| 30D | +1.8% | -4.0% | +5.8% | +2.0% |
| 3M | -6.2% | +25.3% | -31.5% | -7.9% |
| 6M | -5.0% | -1.3% | -3.7% | -6.0% |
| YTD | +2.1% | -28.0% | +30.1% | +3.4% |
| 1Y | -5.7% | -42.5% | +36.7% | -2.9% |
| 3Y | +7.9% | +0.7% | +7.2% | +2.4% |
| 5Y | -32.3% | -42.3% | +10.0% | -36.2% |
| All | -32.3% | -42.6% | +10.3% | -36.2% |
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 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