+8.8%
ZS vs ALM
+901.8%
-893.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -13.7% | -7.2% | -6.5% | -13.5% |
| 30D | -14.2% | -26.4% | +12.2% | -13.5% |
| 3M | +8.5% | -38.6% | +47.1% | +9.4% |
| 6M | +30.2% | -61.0% | +91.2% | +32.9% |
| YTD | -13.8% | -7.4% | -6.5% | -18.4% |
| 1Y | -41.5% | +14.0% | -55.5% | -45.6% |
| All | +8.8% | +901.8% | -893.1% | -15.0% |
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