+398.6%
ZS vs AGI
+642.7%
-244.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -3.1% | -2.7% | -0.4% | -2.8% |
| 30D | -7.2% | +7.2% | -14.5% | -7.9% |
| 3M | +30.5% | +4.3% | +26.2% | +29.6% |
| 6M | +7.0% | -27.1% | +34.1% | +9.6% |
| YTD | -26.8% | -6.6% | -20.2% | -27.3% |
| 1Y | -42.6% | +9.5% | -52.1% | -44.2% |
| 3Y | -0.3% | +208.4% | -208.8% | -13.3% |
| 5Y | -39.2% | +401.6% | -440.8% | -49.7% |
| All | +398.6% | +642.7% | -244.1% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling