-40.7%
ZS vs AME
+83.9%
-124.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | -3.8% | +1.3% | -5.2% | -4.8% |
| 30D | -6.0% | -6.6% | +0.6% | -1.7% |
| 3M | +32.0% | +3.0% | +29.0% | +28.1% |
| 6M | +2.1% | +5.3% | -3.2% | -4.5% |
| YTD | -26.2% | +15.4% | -41.6% | -37.2% |
| 1Y | -41.2% | +26.8% | -68.0% | -54.2% |
| 3Y | +3.3% | +56.5% | -53.2% | -37.9% |
| 5Y | -40.7% | +85.2% | -126.0% | -72.0% |
| All | -40.7% | +83.9% | -124.6% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling