-1.8%
ZS vs AMDL
+102.5%
-104.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.6% | +17.2% | +0.9% |
| 7D | -2.6% | +37.2% | -39.8% | -5.4% |
| 30D | -12.8% | -24.0% | +11.2% | -12.4% |
| 3M | +2.3% | -1.0% | +3.3% | +0.2% |
| 6M | +26.3% | -3.2% | +29.5% | +20.5% |
| YTD | -14.4% | +232.2% | -246.6% | -31.0% |
| 1Y | -37.6% | +137.7% | -175.4% | -48.0% |
| All | -1.8% | +102.5% | -104.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling