+161.5%
ZS vs ALC
+24.0%
+137.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -3.4% |
| 7D | -7.8% | -2.1% | -5.7% | -6.8% |
| 30D | +5.0% | -0.1% | +5.1% | +5.1% |
| 3M | +25.5% | +5.9% | +19.6% | +21.5% |
| 6M | +8.7% | -15.9% | +24.6% | +17.3% |
| YTD | -24.5% | -10.1% | -14.4% | -21.5% |
| 1Y | -36.7% | -10.2% | -26.5% | -34.3% |
| 3Y | +7.2% | -13.6% | +20.8% | +9.6% |
| 5Y | -40.9% | -15.1% | -25.8% | -40.4% |
| All | +161.5% | +24.0% | +137.5% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling