-36.7%
ZS vs AIG
-4.5%
-32.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.4% |
| 7D | -7.8% | -0.9% | -6.9% | -7.7% |
| 30D | +5.0% | -4.9% | +9.9% | +5.8% |
| 3M | +25.5% | +4.5% | +21.1% | +25.4% |
| 6M | +8.7% | -1.4% | +10.1% | +8.1% |
| YTD | -24.5% | -9.8% | -14.7% | -25.7% |
| 1Y | -36.7% | -4.5% | -32.2% | -36.0% |
| All | -36.7% | -4.5% | -32.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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