-40.4%
ZS vs ALC
-13.3%
-27.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | -3.8% | -5.3% | +1.4% | -2.4% |
| 30D | -6.0% | -7.1% | +1.1% | -4.1% |
| 3M | +32.0% | +0.8% | +31.2% | +31.7% |
| 6M | +2.1% | -16.0% | +18.1% | +6.0% |
| YTD | -26.2% | -12.7% | -13.4% | -24.9% |
| All | -40.4% | -13.3% | -27.1% | -38.5% |
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