-36.7%
ZS vs AS
-21.9%
-14.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -4.9% |
| 7D | -7.8% | -4.9% | -2.9% | -7.3% |
| 30D | +5.0% | -19.6% | +24.6% | +7.7% |
| 3M | +25.5% | -14.4% | +39.9% | +27.7% |
| 6M | +8.7% | -20.1% | +28.8% | +11.9% |
| YTD | -24.5% | -20.9% | -3.6% | -21.9% |
| 1Y | -36.7% | -21.9% | -14.8% | -31.8% |
| All | -36.7% | -21.9% | -14.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling