+50.2%
AMT vs ZS
+517.5%
-467.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.7% |
| 7D | -0.2% | -7.8% | +7.6% | +0.4% |
| 30D | +4.6% | +5.0% | -0.4% | +4.1% |
| 3M | -8.4% | +25.5% | -34.0% | -10.2% |
| 6M | -6.0% | +8.7% | -14.7% | -7.7% |
| YTD | +2.1% | -24.5% | +26.6% | +3.0% |
| 1Y | -6.4% | -36.7% | +30.3% | -4.4% |
| 3Y | +8.1% | +7.2% | +0.8% | +3.1% |
| 5Y | -31.9% | -40.9% | +9.0% | -34.0% |
| All | +50.2% | +517.5% | -467.3% | +22.6% |
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