-43.6%
ZS vs AMC
-99.3%
+55.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.3% |
| 7D | -16.9% | +2.6% | -19.5% | -17.2% |
| 30D | -7.4% | +9.0% | -16.5% | -8.7% |
| 3M | +21.6% | +22.2% | -0.6% | +17.6% |
| 6M | +42.4% | +91.5% | -49.1% | +25.6% |
| YTD | -12.1% | +101.3% | -113.4% | -24.0% |
| 1Y | -37.8% | +20.8% | -58.6% | -42.2% |
| 3Y | +20.9% | -71.3% | +92.2% | +30.2% |
| All | -43.6% | -99.3% | +55.7% | +11.5% |
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