+414.5%
ZS vs ACM
+91.9%
+322.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -7.8% | -3.7% | -4.1% | -6.5% |
| 30D | +5.0% | -11.1% | +16.1% | +9.1% |
| 3M | +25.5% | -8.0% | +33.5% | +28.5% |
| 6M | +8.7% | -29.7% | +38.4% | +22.5% |
| YTD | -24.5% | -29.4% | +4.9% | -15.5% |
| 1Y | -36.7% | -46.4% | +9.7% | -21.7% |
| 3Y | +7.2% | -22.3% | +29.6% | +15.3% |
| 5Y | -40.9% | +4.5% | -45.4% | -41.2% |
| All | +414.5% | +91.9% | +322.7% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling