+403.3%
ZS vs ACM
+84.5%
+318.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.6% | +3.7% |
| 7D | -3.8% | -3.7% | -0.2% | -2.5% |
| 30D | -6.0% | -12.7% | +6.7% | -1.7% |
| 3M | +32.0% | -9.8% | +41.8% | +36.0% |
| 6M | +2.1% | -31.4% | +33.5% | +16.2% |
| YTD | -26.2% | -32.1% | +5.9% | -16.2% |
| 1Y | -41.2% | -47.8% | +6.7% | -26.5% |
| 3Y | +3.3% | -22.1% | +25.4% | +11.1% |
| 5Y | -40.7% | +1.8% | -42.5% | -40.3% |
| All | +403.3% | +84.5% | +318.9% | +306.0% |
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