+398.6%
ZS vs ATI
+634.3%
-235.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -3.1% | -5.6% | +2.5% | -2.5% |
| 30D | -7.2% | -13.7% | +6.5% | -5.7% |
| 3M | +30.5% | -0.4% | +30.8% | +30.2% |
| 6M | +7.0% | +26.2% | -19.3% | +3.4% |
| YTD | -26.8% | +73.2% | -100.1% | -32.3% |
| 1Y | -42.6% | +161.6% | -204.2% | -49.7% |
| 3Y | -0.3% | +346.2% | -346.5% | -19.0% |
| 5Y | -39.2% | +1,047.6% | -1,086.8% | -53.1% |
| All | +398.6% | +634.3% | -235.7% | +399.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling