+390.7%
ZS vs AMP
+320.1%
+70.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | -9.2% | +2.6% | -11.8% | -10.2% |
| 30D | -4.0% | +0.8% | -4.8% | -4.3% |
| 3M | +25.3% | +24.3% | +1.0% | +14.3% |
| 6M | -1.3% | +20.6% | -21.8% | -8.6% |
| YTD | -28.0% | +14.6% | -42.6% | -32.1% |
| 1Y | -42.5% | +14.5% | -57.0% | -45.9% |
| 3Y | +0.7% | +67.9% | -67.2% | -19.0% |
| 5Y | -42.3% | +122.5% | -164.8% | -57.7% |
| All | +390.7% | +320.1% | +70.6% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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