+398.6%
ZS vs AME
+227.9%
+170.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | -1.0% |
| 7D | -3.1% | +1.7% | -4.8% | -4.0% |
| 30D | -7.2% | -6.4% | -0.8% | -4.1% |
| 3M | +30.5% | +7.1% | +23.4% | +25.2% |
| 6M | +7.0% | +8.2% | -1.2% | +0.7% |
| YTD | -26.8% | +18.2% | -45.0% | -35.1% |
| 1Y | -42.6% | +26.7% | -69.3% | -51.3% |
| 3Y | -0.3% | +60.7% | -61.0% | -26.9% |
| 5Y | -39.2% | +91.6% | -130.8% | -59.3% |
| All | +398.6% | +227.9% | +170.7% | +138.4% |
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 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