-42.3%
ZS vs ALM
+1,033.0%
-1,075.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.8% | -13.5% | -5.0% |
| 7D | -9.2% | +8.4% | -17.6% | -9.6% |
| 30D | -4.0% | +34.8% | -38.8% | -5.4% |
| 3M | +25.3% | +16.2% | +9.1% | +23.9% |
| 6M | -1.3% | +2.1% | -3.4% | -3.0% |
| YTD | -28.0% | +117.0% | -145.0% | -33.4% |
| 1Y | -42.5% | +313.9% | -356.3% | -50.0% |
| 3Y | +0.7% | +2,327.9% | -2,327.2% | -27.5% |
| 5Y | -42.3% | +1,040.6% | -1,082.9% | -56.3% |
| All | -42.3% | +1,033.0% | -1,075.3% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling