+403.3%
ZS vs AIG
+70.1%
+333.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.6% |
| 30D | -6.0% | -3.3% | -2.7% | -5.4% |
| 3M | +32.0% | +2.2% | +29.8% | +31.5% |
| 6M | +2.1% | -2.1% | +4.3% | +2.6% |
| YTD | -26.2% | -11.2% | -15.0% | -24.7% |
| 1Y | -41.2% | -2.1% | -39.0% | -41.2% |
| 3Y | +3.3% | +34.4% | -31.1% | -1.8% |
| 5Y | -40.7% | +53.7% | -94.4% | -44.9% |
| All | +403.3% | +70.1% | +333.3% | +474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling