-31.6%
ZS vs ADVB
-76.7%
+45.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.3% | -0.3% |
| 7D | -12.3% | -29.5% | +17.3% | -12.5% |
| 30D | +11.2% | -66.9% | +78.1% | +10.1% |
| 3M | +37.5% | -73.7% | +111.2% | +35.8% |
| 6M | +57.8% | -64.8% | +122.6% | +51.9% |
| YTD | -0.2% | -64.0% | +63.8% | -6.1% |
| 1Y | -31.6% | -77.0% | +45.3% | -33.5% |
| All | -31.6% | -76.7% | +45.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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