-43.6%
ZS vs ALM
+456.2%
-499.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -13.7% | -7.2% | -6.5% | -13.4% |
| 30D | -14.2% | -26.4% | +12.2% | -13.2% |
| 3M | +8.5% | -38.6% | +47.1% | +10.0% |
| 6M | +30.2% | -61.0% | +91.2% | +34.0% |
| YTD | -13.8% | -7.4% | -6.5% | -17.7% |
| 1Y | -41.5% | +14.0% | -55.5% | -45.1% |
| 3Y | +10.7% | +844.4% | -833.7% | -15.0% |
| 5Y | -43.6% | +410.8% | -454.4% | -55.9% |
| All | -43.6% | +456.2% | -499.8% | -55.9% |
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