+8.0%
ZS vs AR
+48.6%
-40.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.6% | +7.4% | -10.0% | -4.0% |
| 30D | -12.8% | +5.8% | -18.6% | -13.8% |
| 3M | +2.3% | +5.2% | -2.9% | +1.0% |
| 6M | +26.3% | +5.4% | +20.8% | +24.6% |
| YTD | -14.4% | +12.4% | -26.8% | -17.1% |
| 1Y | -37.6% | +12.8% | -50.4% | -39.8% |
| 3Y | +8.0% | +47.2% | -39.2% | +7.1% |
| All | +8.0% | +48.6% | -40.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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