+499.0%
ZS vs APD
+121.4%
+377.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.5% | -2.5% |
| 7D | -16.9% | -3.7% | -13.2% | -15.7% |
| 30D | -7.4% | +9.6% | -17.0% | -10.5% |
| 3M | +21.6% | +1.6% | +19.9% | +20.8% |
| 6M | +42.4% | +2.2% | +40.2% | +40.7% |
| YTD | -12.1% | +25.9% | -38.0% | -20.7% |
| 1Y | -37.8% | +20.1% | -58.0% | -43.1% |
| 3Y | +20.9% | +12.4% | +8.5% | +10.8% |
| 5Y | -41.6% | +11.1% | -52.7% | -47.9% |
| All | +499.0% | +121.4% | +377.6% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling