-36.7%
ZS vs ALB
+60.9%
-97.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -4.2% |
| 7D | -7.8% | -8.1% | +0.2% | -7.4% |
| 30D | +5.0% | +6.3% | -1.2% | +4.9% |
| 3M | +25.5% | -23.6% | +49.1% | +26.7% |
| 6M | +8.7% | -24.6% | +33.3% | +8.4% |
| YTD | -24.5% | -10.3% | -14.2% | -26.8% |
| 1Y | -36.7% | +61.5% | -98.2% | -42.9% |
| All | -36.7% | +60.9% | -97.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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