-13.3%
ZS vs AMDL
+95.0%
-108.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +9.2% | -13.7% | -5.2% |
| 7D | -7.8% | +4.5% | -12.4% | -8.2% |
| 30D | +5.0% | -4.4% | +9.4% | +5.1% |
| 3M | +25.5% | -30.5% | +56.0% | +26.1% |
| 6M | +8.7% | +300.9% | -292.2% | -11.0% |
| YTD | -24.5% | +219.9% | -244.4% | -37.9% |
| 1Y | -36.7% | +374.7% | -411.4% | -52.4% |
| All | -13.3% | +95.0% | -108.4% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling