-38.6%
ZS vs AMCR
-12.3%
-26.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -3.1% | -6.3% | +3.2% | -1.2% |
| 30D | -7.2% | -7.8% | +0.6% | -5.0% |
| 3M | +30.5% | +7.5% | +22.9% | +27.2% |
| 6M | +7.0% | +2.7% | +4.3% | +5.1% |
| YTD | -26.8% | +6.0% | -32.9% | -30.3% |
| 1Y | -42.6% | +7.8% | -50.4% | -45.9% |
| 3Y | -0.3% | +5.8% | -6.1% | -10.3% |
| All | -38.6% | -12.3% | -26.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling