+0.7%
ZS vs ACM
-19.8%
+20.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -9.2% | -0.3% | -8.9% | -9.1% |
| 30D | -4.0% | -12.9% | +8.9% | +1.6% |
| 3M | +25.3% | -6.4% | +31.7% | +27.7% |
| 6M | -1.3% | -29.2% | +27.9% | +15.0% |
| YTD | -28.0% | -29.9% | +1.9% | -16.6% |
| 1Y | -42.5% | -47.3% | +4.8% | -21.9% |
| 3Y | +0.7% | -19.6% | +20.3% | +3.0% |
| All | +0.7% | -19.8% | +20.5% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling