+403.3%
ZS vs AFL
+209.6%
+193.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.6% |
| 7D | -3.8% | -2.1% | -1.7% | -3.5% |
| 30D | -6.0% | -5.4% | -0.6% | -5.1% |
| 3M | +32.0% | -0.3% | +32.2% | +31.9% |
| 6M | +2.1% | +5.2% | -3.1% | +1.3% |
| YTD | -26.2% | +5.7% | -31.8% | -26.9% |
| 1Y | -41.2% | +10.2% | -51.4% | -42.2% |
| 3Y | +3.3% | +63.4% | -60.1% | -4.7% |
| 5Y | -40.7% | +133.0% | -173.7% | -48.0% |
| All | +403.3% | +209.6% | +193.7% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling