+390.7%
ZS vs AGI
+652.8%
-262.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.5% |
| 7D | -9.2% | +4.4% | -13.6% | -9.6% |
| 30D | -4.0% | +10.0% | -14.0% | -5.0% |
| 3M | +25.3% | +1.7% | +23.6% | +24.7% |
| 6M | -1.3% | -26.8% | +25.5% | +1.1% |
| YTD | -28.0% | -5.3% | -22.7% | -28.6% |
| 1Y | -42.5% | +11.5% | -54.0% | -44.2% |
| 3Y | +0.7% | +212.9% | -212.2% | -12.5% |
| 5Y | -42.3% | +388.8% | -431.1% | -52.3% |
| All | +390.7% | +652.8% | -262.1% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling