-2.2%
ZS vs ADVB
-97.5%
+95.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -3.0% |
| 7D | -16.9% | -13.9% | -3.0% | -16.9% |
| 30D | -7.4% | -68.1% | +60.7% | -7.9% |
| 3M | +21.6% | -73.4% | +94.9% | +20.8% |
| 6M | +42.4% | -70.8% | +113.2% | +39.4% |
| YTD | -12.1% | -66.1% | +54.0% | -14.8% |
| 1Y | -37.8% | -77.5% | +39.7% | -39.4% |
| All | -2.2% | -97.5% | +95.3% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling