-1.0%
ZS vs AMCR
+8.2%
-9.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.1% | -5.0% | -3.1% | -7.7% |
| 30D | -8.4% | -8.0% | -0.5% | -7.8% |
| 3M | +31.1% | +14.3% | +16.8% | +29.9% |
| 6M | +4.4% | +5.3% | -0.9% | +4.5% |
| YTD | -27.3% | +7.7% | -35.1% | -28.5% |
| 1Y | -41.4% | +10.8% | -52.2% | -42.8% |
| All | -1.0% | +8.2% | -9.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling