-1.0%
ZS vs AGI
+204.0%
-204.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.2% |
| 7D | -8.1% | -5.3% | -2.8% | -7.5% |
| 30D | -8.4% | +6.8% | -15.2% | -9.1% |
| 3M | +31.1% | +8.3% | +22.8% | +29.6% |
| 6M | +4.4% | -29.2% | +33.6% | +7.5% |
| YTD | -27.3% | -7.3% | -20.1% | -28.3% |
| 1Y | -41.4% | +8.0% | -49.4% | -43.9% |
| All | -1.0% | +204.0% | -204.9% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling