-31.6%
ZS vs AMCR
+32.3%
-63.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | +0.4% |
| 7D | -12.3% | +6.2% | -18.5% | -11.1% |
| 30D | +11.2% | +16.0% | -4.8% | +14.7% |
| 3M | +37.5% | +4.4% | +33.1% | +39.0% |
| 6M | +57.8% | +35.5% | +22.3% | +71.4% |
| YTD | -0.2% | +21.5% | -21.7% | +5.9% |
| 1Y | -31.6% | +30.7% | -62.4% | -26.6% |
| All | -31.6% | +32.3% | -63.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling