+403.3%
ZS vs APA
+58.5%
+344.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.2% |
| 7D | -3.8% | +0.3% | -4.2% | -3.9% |
| 30D | -6.0% | +9.3% | -15.3% | -6.9% |
| 3M | +32.0% | +23.3% | +8.7% | +28.7% |
| 6M | +2.1% | +39.5% | -37.3% | -2.0% |
| YTD | -26.2% | +87.6% | -113.8% | -31.6% |
| 1Y | -41.2% | +114.2% | -155.4% | -46.6% |
| 3Y | +3.3% | +13.6% | -10.3% | -1.9% |
| 5Y | -40.7% | +175.6% | -216.3% | -47.4% |
| All | +403.3% | +58.5% | +344.9% | +294.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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