+483.2%
ZS vs AME
+228.7%
+254.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -2.6% | +5.9% | -8.5% | -5.4% |
| 30D | -12.8% | -1.9% | -10.9% | -12.1% |
| 3M | +2.3% | -5.4% | +7.6% | +4.6% |
| 6M | +26.3% | +4.9% | +21.3% | +21.8% |
| YTD | -14.4% | +18.5% | -32.9% | -24.6% |
| 1Y | -37.6% | +25.5% | -63.1% | -46.9% |
| 3Y | +8.0% | +63.0% | -55.0% | -21.9% |
| 5Y | -44.9% | +78.3% | -123.2% | -62.2% |
| All | +483.2% | +228.7% | +254.5% | +177.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling