-14.4%
ZS vs AS
+133.7%
-148.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.3% | -6.9% | -8.7% |
| 7D | -17.7% | +7.1% | -24.8% | -18.9% |
| 30D | -3.9% | +12.8% | -16.8% | -6.5% |
| 3M | +26.1% | -14.7% | +40.9% | +30.3% |
| 6M | +44.2% | -9.9% | +54.2% | +46.6% |
| YTD | -9.4% | -16.1% | +6.8% | -6.9% |
| 1Y | -37.1% | +0.2% | -37.2% | -38.3% |
| All | -14.4% | +133.7% | -148.1% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling