-42.5%
ZS vs AMDL
+505.2%
-547.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +11.7% | -16.3% | -4.8% |
| 7D | -9.2% | +19.9% | -29.2% | -9.5% |
| 30D | -4.0% | +6.3% | -10.2% | -4.1% |
| 3M | +25.3% | -9.9% | +35.2% | +24.8% |
| 6M | -1.3% | +394.3% | -395.6% | -9.0% |
| YTD | -28.0% | +257.3% | -285.3% | -33.2% |
| 1Y | -42.5% | +508.5% | -551.0% | -45.6% |
| All | -42.5% | +505.2% | -547.7% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling