-36.7%
ZS vs ALC
-10.2%
-26.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.9% |
| 7D | -7.8% | -2.1% | -5.7% | -7.3% |
| 30D | +5.0% | -0.1% | +5.1% | +5.2% |
| 3M | +25.5% | +5.9% | +19.6% | +23.5% |
| 6M | +8.7% | -15.9% | +24.6% | +13.0% |
| YTD | -24.5% | -10.1% | -14.4% | -23.8% |
| 1Y | -36.7% | -10.2% | -26.5% | -34.4% |
| All | -36.7% | -10.2% | -26.5% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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