-31.6%
ZS vs AIG
+6.0%
-37.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -12.3% | +2.3% | -14.6% | -12.6% |
| 30D | +11.2% | +8.8% | +2.4% | +9.2% |
| 3M | +37.5% | +3.7% | +33.8% | +36.2% |
| 6M | +57.8% | +6.8% | +51.1% | +55.7% |
| YTD | -0.2% | -2.6% | +2.4% | -4.5% |
| 1Y | -31.6% | +3.7% | -35.4% | -34.6% |
| All | -31.6% | +6.0% | -37.6% | -34.6% |
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