-16.0%
ZS vs ADVB
-88.3%
+72.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.5% |
| 7D | -7.8% | -3.8% | -4.1% | -7.8% |
| 30D | +5.0% | +17.6% | -12.5% | +5.0% |
| 3M | +25.5% | +119.1% | -93.6% | +23.3% |
| 6M | +8.7% | +103.4% | -94.7% | +5.7% |
| YTD | -24.5% | +59.8% | -84.4% | -26.4% |
| 1Y | -36.7% | +8.5% | -45.2% | -38.3% |
| All | -16.0% | -88.3% | +72.3% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling