+0.7%
ZS vs ALM
+2,327.9%
-2,327.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.8% | -13.5% | -4.9% |
| 7D | -9.2% | +8.4% | -17.6% | -9.4% |
| 30D | -4.0% | +34.8% | -38.8% | -4.9% |
| 3M | +25.3% | +16.2% | +9.1% | +24.5% |
| 6M | -1.3% | +2.1% | -3.4% | -2.5% |
| YTD | -28.0% | +117.0% | -145.0% | -32.4% |
| 1Y | -42.5% | +313.9% | -356.3% | -48.7% |
| 3Y | +0.7% | +2,327.9% | -2,327.2% | -17.5% |
| All | +0.7% | +2,327.9% | -2,327.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling