+414.5%
ZS vs AMBA
+17.7%
+396.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.3% |
| 7D | -7.8% | -11.0% | +3.1% | -4.4% |
| 30D | +5.0% | -23.2% | +28.2% | +14.0% |
| 3M | +25.5% | -12.7% | +38.2% | +25.6% |
| 6M | +8.7% | +11.2% | -2.5% | -2.6% |
| YTD | -24.5% | -11.2% | -13.3% | -27.5% |
| 1Y | -36.7% | -22.5% | -14.2% | -37.0% |
| 3Y | +7.2% | -1.3% | +8.5% | -10.7% |
| 5Y | -40.9% | -54.2% | +13.2% | -41.7% |
| All | +414.5% | +17.7% | +396.9% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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