-41.5%
ZS vs ACM
-45.3%
+3.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -13.7% | +3.0% | -16.7% | -14.2% |
| 30D | -14.2% | +19.7% | -33.8% | -17.6% |
| 3M | +8.5% | +5.3% | +3.2% | +7.1% |
| 6M | +30.2% | -10.8% | +41.0% | +31.4% |
| YTD | -13.8% | -25.1% | +11.2% | -10.3% |
| 1Y | -41.5% | -45.8% | +4.3% | -41.3% |
| All | -41.5% | -45.3% | +3.8% | -41.3% |
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