-31.6%
ZS vs ALC
+4.2%
-35.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -1.9% |
| 7D | -12.3% | +10.7% | -23.0% | -14.6% |
| 30D | +11.2% | +20.2% | -9.0% | +5.4% |
| 3M | +37.5% | +8.9% | +28.6% | +34.1% |
| 6M | +57.8% | +5.7% | +52.1% | +53.4% |
| YTD | -0.2% | -1.4% | +1.2% | -3.3% |
| 1Y | -31.6% | +4.7% | -36.4% | -36.9% |
| All | -31.6% | +4.2% | -35.8% | -36.9% |
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