+485.5%
ZS vs ATI
+602.5%
-117.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -5.2% | +13.0% | -18.2% | -6.5% |
| 30D | -15.5% | +0.2% | -15.7% | -15.7% |
| 3M | +9.0% | -17.5% | +26.4% | +10.9% |
| 6M | +32.2% | +18.1% | +14.1% | +28.8% |
| YTD | -14.1% | +65.7% | -79.8% | -20.4% |
| 1Y | -39.1% | +91.9% | -131.0% | -44.6% |
| 3Y | +10.4% | +335.2% | -324.9% | -10.3% |
| 5Y | -44.6% | +1,004.3% | -1,048.9% | -57.2% |
| All | +485.5% | +602.5% | -117.0% | +487.7% |
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