+403.3%
ZS vs AMCR
+16.9%
+386.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.2% |
| 7D | -3.8% | -6.3% | +2.4% | -2.3% |
| 30D | -6.0% | -7.1% | +1.1% | -4.4% |
| 3M | +32.0% | +12.7% | +19.3% | +28.0% |
| 6M | +2.1% | +5.2% | -3.0% | 0.0% |
| YTD | -26.2% | +8.1% | -34.2% | -28.9% |
| 1Y | -41.2% | +11.7% | -52.9% | -44.1% |
| 3Y | +3.3% | +9.9% | -6.6% | -2.9% |
| 5Y | -40.7% | -8.7% | -32.1% | -40.5% |
| All | +403.3% | +16.9% | +386.4% | +380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling