-42.6%
ZS vs AGI
+9.2%
-51.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.6% |
| 7D | -3.1% | -2.7% | -0.4% | -3.0% |
| 30D | -7.2% | +7.2% | -14.5% | -7.4% |
| 3M | +30.5% | +4.3% | +26.2% | +30.2% |
| 6M | +7.0% | -27.1% | +34.1% | +6.7% |
| YTD | -26.8% | -6.6% | -20.2% | -28.0% |
| 1Y | -42.6% | +9.5% | -52.1% | -45.1% |
| All | -42.6% | +9.2% | -51.8% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling