+414.5%
ZS vs AME
+222.3%
+192.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.3% |
| 7D | -7.8% | +0.6% | -8.5% | -8.2% |
| 30D | +5.0% | -6.7% | +11.7% | +8.7% |
| 3M | +25.5% | +4.1% | +21.5% | +22.2% |
| 6M | +8.7% | +1.6% | +7.1% | +5.8% |
| YTD | -24.5% | +16.1% | -40.7% | -32.4% |
| 1Y | -36.7% | +27.3% | -64.0% | -46.4% |
| 3Y | +7.2% | +50.9% | -43.7% | -18.6% |
| 5Y | -40.9% | +81.4% | -122.3% | -59.4% |
| All | +414.5% | +222.3% | +192.3% | +148.3% |
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