+414.5%
ZS vs AMC
-97.8%
+512.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -4.7% |
| 7D | -7.8% | +2.3% | -10.1% | -7.9% |
| 30D | +5.0% | -0.7% | +5.8% | +5.0% |
| 3M | +25.5% | +35.2% | -9.7% | +23.2% |
| 6M | +8.7% | +124.6% | -115.9% | +4.3% |
| YTD | -24.5% | +69.9% | -94.4% | -26.9% |
| 1Y | -36.7% | -2.6% | -34.1% | -37.4% |
| 3Y | +7.2% | -79.8% | +87.0% | +9.3% |
| 5Y | -40.9% | -99.4% | +58.5% | -36.0% |
| All | +414.5% | -97.8% | +512.4% | +586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling