+414.5%
ZS vs APA
+51.2%
+363.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -4.2% |
| 7D | -7.8% | +0.5% | -8.4% | -7.9% |
| 30D | +5.0% | +23.4% | -18.4% | +2.6% |
| 3M | +25.5% | +12.7% | +12.8% | +23.6% |
| 6M | +8.7% | +39.4% | -30.7% | +4.3% |
| YTD | -24.5% | +79.0% | -103.5% | -29.7% |
| 1Y | -36.7% | +88.8% | -125.5% | -41.7% |
| 3Y | +7.2% | +6.4% | +0.9% | +2.6% |
| 5Y | -40.9% | +153.0% | -193.9% | -47.2% |
| All | +414.5% | +51.2% | +363.4% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling