-31.6%
ZS vs ACM
-46.6%
+14.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.9% |
| 7D | -12.3% | +9.5% | -21.8% | -14.0% |
| 30D | +11.2% | +14.7% | -3.5% | +7.7% |
| 3M | +37.5% | -9.5% | +47.0% | +40.4% |
| 6M | +57.8% | -18.0% | +75.9% | +61.6% |
| YTD | -0.2% | -27.3% | +27.1% | +4.7% |
| 1Y | -31.6% | -47.0% | +15.4% | -29.2% |
| All | -31.6% | -46.6% | +14.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling