+483.2%
ZS vs ACM
+104.2%
+379.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -2.6% | +5.6% | -8.3% | -4.6% |
| 30D | -12.8% | +20.8% | -33.6% | -18.7% |
| 3M | +2.3% | +11.4% | -9.1% | -2.1% |
| 6M | +26.3% | +0.9% | +25.3% | +24.8% |
| YTD | -14.4% | -24.8% | +10.4% | -6.7% |
| 1Y | -37.6% | -46.4% | +8.8% | -23.0% |
| 3Y | +8.0% | -9.2% | +17.3% | +9.7% |
| 5Y | -44.9% | +5.0% | -49.8% | -46.0% |
| All | +483.2% | +104.2% | +379.0% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling