+16.6%
ZS vs ACM
-7.9%
+24.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -1.5% |
| 7D | -11.1% | +6.9% | -18.0% | -13.5% |
| 30D | -14.8% | +19.1% | -33.9% | -21.0% |
| 3M | +18.0% | -6.9% | +24.9% | +21.1% |
| 6M | +30.8% | -12.0% | +42.9% | +37.2% |
| YTD | -11.5% | -25.1% | +13.6% | -0.7% |
| 1Y | -37.8% | -45.4% | +7.6% | -16.3% |
| 3Y | +16.6% | -6.9% | +23.5% | +11.4% |
| All | +16.6% | -7.9% | +24.5% | +11.4% |
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