+398.6%
ZS vs AFL
+211.1%
+187.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -3.1% | -1.6% | -1.5% | -2.8% |
| 30D | -7.2% | -4.0% | -3.2% | -6.5% |
| 3M | +30.5% | -0.5% | +31.0% | +30.5% |
| 6M | +7.0% | +6.5% | +0.5% | +5.9% |
| YTD | -26.8% | +6.2% | -33.0% | -27.7% |
| 1Y | -42.6% | +8.3% | -50.9% | -43.5% |
| 3Y | -0.3% | +62.5% | -62.8% | -7.9% |
| 5Y | -39.2% | +136.2% | -175.4% | -46.7% |
| All | +398.6% | +211.1% | +187.5% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling