-41.4%
ZS vs APA
+111.4%
-152.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -8.1% | +0.8% | -8.8% | -8.1% |
| 30D | -8.4% | +9.6% | -18.1% | -8.6% |
| 3M | +31.1% | +18.0% | +13.1% | +31.0% |
| 6M | +4.4% | +41.9% | -37.5% | +5.4% |
| YTD | -27.3% | +86.3% | -113.6% | -24.4% |
| 1Y | -41.4% | +97.9% | -139.2% | -38.2% |
| All | -41.4% | +111.4% | -152.8% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling