-43.6%
ZS vs ATI
+974.7%
-1,018.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | -13.7% | +4.7% | -18.4% | -14.4% |
| 30D | -14.2% | -0.2% | -13.9% | -14.4% |
| 3M | +8.5% | -18.5% | +27.0% | +12.7% |
| 6M | +30.2% | +16.4% | +13.8% | +23.6% |
| YTD | -13.8% | +63.4% | -77.2% | -27.0% |
| 1Y | -41.5% | +91.5% | -133.0% | -52.8% |
| 3Y | +10.7% | +329.2% | -318.5% | -33.3% |
| 5Y | -43.6% | +966.7% | -1,010.3% | -68.3% |
| All | -43.6% | +974.7% | -1,018.3% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling