-41.2%
ZS vs AG
+124.1%
-165.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.5% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -6.0% | +12.5% | -18.4% | -6.2% |
| 3M | +32.0% | +28.2% | +3.8% | +31.4% |
| 6M | +2.1% | -18.8% | +21.0% | +1.8% |
| YTD | -26.2% | +27.4% | -53.5% | -28.9% |
| 1Y | -41.2% | +132.2% | -173.3% | -47.1% |
| All | -41.2% | +124.1% | -165.3% | -47.1% |
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