-42.3%
ZS vs APD
+26.2%
-68.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.2% |
| 7D | -9.2% | -2.5% | -6.7% | -8.4% |
| 30D | -4.0% | -1.9% | -2.1% | -3.3% |
| 3M | +25.3% | +8.2% | +17.1% | +21.3% |
| 6M | -1.3% | +10.7% | -12.0% | -5.9% |
| YTD | -28.0% | +22.9% | -50.9% | -34.8% |
| 1Y | -42.5% | +5.8% | -48.3% | -44.5% |
| 3Y | +0.7% | +7.8% | -7.0% | -5.9% |
| 5Y | -42.3% | +26.1% | -68.4% | -58.3% |
| All | -42.3% | +26.2% | -68.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling