+115.5%
ZS vs AVTR
+1.7%
+113.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -4.0% |
| 7D | -7.8% | +2.7% | -10.5% | -8.6% |
| 30D | +5.0% | +12.1% | -7.0% | +1.1% |
| 3M | +25.5% | +57.2% | -31.7% | +7.0% |
| 6M | +8.7% | +73.1% | -64.4% | -11.2% |
| YTD | -24.5% | +30.6% | -55.1% | -32.4% |
| 1Y | -36.7% | +13.5% | -50.2% | -41.7% |
| 3Y | +7.2% | -31.0% | +38.2% | +12.3% |
| 5Y | -40.9% | -63.2% | +22.3% | -22.0% |
| All | +115.5% | +1.7% | +113.8% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling