-39.0%
ZS vs AG
+68.6%
-107.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.9% |
| 7D | -8.1% | -5.8% | -2.3% | -7.3% |
| 30D | -8.4% | +6.4% | -14.8% | -9.4% |
| 3M | +31.1% | +28.4% | +2.7% | +25.7% |
| 6M | +4.4% | -24.5% | +28.8% | +7.1% |
| YTD | -27.3% | +21.2% | -48.5% | -32.5% |
| 1Y | -41.4% | +114.1% | -155.5% | -51.9% |
| 3Y | +1.7% | +268.0% | -266.4% | -30.7% |
| All | -39.0% | +68.6% | -107.5% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling