+414.5%
ZS vs ATI
+678.2%
-263.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -4.8% |
| 7D | -7.8% | -0.1% | -7.8% | -7.8% |
| 30D | +5.0% | +2.7% | +2.3% | +4.6% |
| 3M | +25.5% | +16.3% | +9.2% | +23.1% |
| 6M | +8.7% | +30.2% | -21.5% | +4.6% |
| YTD | -24.5% | +83.6% | -108.1% | -30.6% |
| 1Y | -36.7% | +173.0% | -209.7% | -44.8% |
| 3Y | +7.2% | +356.6% | -349.4% | -13.2% |
| 5Y | -40.9% | +1,074.2% | -1,115.1% | -54.7% |
| All | +414.5% | +678.2% | -263.6% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling