+503.2%
ZS vs AVAV
+160.7%
+342.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -2.1% |
| 7D | -11.1% | +3.2% | -14.2% | -12.0% |
| 30D | -14.8% | -7.4% | -7.4% | -13.8% |
| 3M | +18.0% | -32.0% | +50.0% | +27.6% |
| 6M | +30.8% | -24.6% | +55.4% | +35.7% |
| YTD | -11.5% | -47.5% | +36.0% | -3.2% |
| 1Y | -37.8% | -61.5% | +23.7% | -27.2% |
| 3Y | +16.6% | +5.5% | +11.1% | -0.6% |
| 5Y | -43.6% | +35.7% | -79.3% | -57.2% |
| All | +503.2% | +160.7% | +342.5% | +334.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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