-1.0%
ZS vs AFL
+62.4%
-63.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -8.1% | -3.3% | -4.8% | -7.1% |
| 30D | -8.4% | -5.0% | -3.5% | -7.0% |
| 3M | +31.1% | -1.8% | +32.8% | +31.4% |
| 6M | +4.4% | +4.8% | -0.5% | +2.9% |
| YTD | -27.3% | +5.4% | -32.7% | -28.7% |
| 1Y | -41.4% | +9.0% | -50.3% | -43.2% |
| All | -1.0% | +62.4% | -63.3% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling