-44.3%
ZS vs AMC
-99.2%
+54.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | 0.0% |
| 7D | -2.6% | +3.5% | -6.1% | -3.2% |
| 30D | -12.8% | +12.5% | -25.3% | -14.4% |
| 3M | +2.3% | +23.6% | -21.3% | -1.2% |
| 6M | +26.3% | +144.4% | -118.1% | +7.6% |
| YTD | -14.4% | +108.3% | -122.8% | -26.4% |
| 1Y | -37.6% | +38.9% | -76.5% | -43.2% |
| 3Y | +8.0% | -58.9% | +66.9% | +9.1% |
| All | -44.3% | -99.2% | +54.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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