+5.5%
ZS vs APD
+11.2%
-5.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -7.8% | -2.2% | -5.6% | -7.5% |
| 30D | +5.0% | +2.1% | +2.9% | +4.7% |
| 3M | +25.5% | +7.2% | +18.4% | +23.9% |
| 6M | +8.7% | +11.2% | -2.5% | +6.0% |
| YTD | -24.5% | +24.4% | -48.9% | -28.6% |
| 1Y | -36.7% | +6.7% | -43.4% | -37.5% |
| All | +5.5% | +11.2% | -5.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling