-36.7%
ZS vs AG
+125.2%
-161.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.5% |
| 7D | -7.8% | +1.0% | -8.8% | -7.8% |
| 30D | +5.0% | +19.2% | -14.1% | +4.7% |
| 3M | +25.5% | +6.2% | +19.4% | +25.0% |
| 6M | +8.7% | -26.7% | +35.4% | +8.6% |
| YTD | -24.5% | +26.1% | -50.6% | -27.3% |
| 1Y | -36.7% | +131.7% | -168.4% | -42.7% |
| All | -36.7% | +125.2% | -161.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling