-37.8%
ZS vs AS
+0.9%
-38.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.5% | -3.1% |
| 7D | -16.9% | +6.9% | -23.8% | -16.9% |
| 30D | -7.4% | +16.0% | -23.4% | -7.9% |
| 3M | +21.6% | -12.8% | +34.4% | +24.1% |
| 6M | +42.4% | -15.4% | +57.8% | +45.4% |
| YTD | -12.1% | -15.7% | +3.6% | -9.3% |
| 1Y | -37.8% | +6.1% | -43.9% | -39.6% |
| All | -37.8% | +0.9% | -38.7% | -39.6% |
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