-36.7%
ZS vs AME
+29.8%
-66.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.3% |
| 7D | -7.8% | +0.6% | -8.5% | -7.7% |
| 30D | +5.0% | -6.7% | +11.7% | +3.7% |
| 3M | +25.5% | +4.1% | +21.5% | +26.7% |
| 6M | +8.7% | +1.6% | +7.1% | +10.1% |
| YTD | -24.5% | +16.1% | -40.7% | -28.2% |
| 1Y | -36.7% | +27.3% | -64.0% | -41.4% |
| All | -36.7% | +29.8% | -66.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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