-39.6%
ZS vs AVTR
-64.7%
+25.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.1% | -2.0% | -6.0% | -7.4% |
| 30D | -8.4% | +8.1% | -16.5% | -11.2% |
| 3M | +31.1% | +54.2% | -23.1% | +10.6% |
| 6M | +4.4% | +82.6% | -78.2% | -18.5% |
| YTD | -27.3% | +29.8% | -57.2% | -35.5% |
| 1Y | -41.4% | +18.0% | -59.4% | -47.5% |
| 3Y | +1.7% | -26.4% | +28.1% | +3.0% |
| 5Y | -39.6% | -64.8% | +25.3% | +10.6% |
| All | -39.6% | -64.7% | +25.1% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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