-38.6%
ZS vs AGI
+400.3%
-438.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | -7.2% | +7.2% | -14.5% | -8.3% |
| 3M | +30.5% | +4.3% | +26.2% | +29.0% |
| 6M | +7.0% | -27.1% | +34.1% | +11.3% |
| YTD | -26.8% | -6.6% | -20.2% | -28.0% |
| 1Y | -42.6% | +9.5% | -52.1% | -45.7% |
| 3Y | -0.3% | +208.4% | -208.8% | -25.8% |
| All | -38.6% | +400.3% | -438.9% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling