+391.7%
APP vs ZS
-13.1%
+404.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +4.7% |
| 7D | +0.9% | -7.8% | +8.7% | +5.0% |
| 30D | -23.3% | +5.0% | -28.3% | -26.5% |
| 3M | -42.6% | +25.5% | -68.2% | -50.4% |
| 6M | -33.6% | +8.7% | -42.3% | -43.8% |
| YTD | -52.4% | -24.5% | -27.9% | -50.0% |
| 1Y | -35.9% | -36.7% | +0.8% | -26.5% |
| 3Y | +642.2% | +7.2% | +635.0% | +478.4% |
| 5Y | +311.1% | -40.9% | +352.0% | +319.2% |
| All | +391.7% | -13.1% | +404.7% | +315.2% |
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