+487.3%
ZS vs AME
+225.4%
+261.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -13.7% | +1.1% | -14.8% | -14.1% |
| 30D | -14.2% | -4.1% | -10.1% | -12.5% |
| 3M | +8.5% | -6.3% | +14.9% | +11.5% |
| 6M | +30.2% | +3.5% | +26.6% | +26.5% |
| YTD | -13.8% | +17.3% | -31.1% | -23.7% |
| 1Y | -41.5% | +22.0% | -63.5% | -49.4% |
| 3Y | +10.7% | +62.0% | -51.3% | -19.7% |
| 5Y | -43.6% | +78.5% | -122.1% | -61.3% |
| All | +487.3% | +225.4% | +261.8% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling