+0.6%
ZS vs ATI
+358.3%
-357.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.6% |
| 7D | -3.8% | +2.4% | -6.2% | -4.3% |
| 30D | -6.0% | -9.5% | +3.5% | -4.4% |
| 3M | +32.0% | +10.4% | +21.6% | +28.9% |
| 6M | +2.1% | +31.8% | -29.7% | -4.6% |
| YTD | -26.2% | +80.0% | -106.1% | -37.1% |
| 1Y | -41.2% | +175.8% | -217.0% | -56.1% |
| All | +0.6% | +358.3% | -357.6% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling