-31.6%
ZS vs AZO
-7.5%
-24.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.6% |
| 7D | -12.3% | +5.3% | -17.6% | -12.6% |
| 30D | +11.2% | +18.4% | -7.2% | +9.1% |
| 3M | +37.5% | +9.8% | +27.7% | +35.5% |
| 6M | +57.8% | -4.5% | +62.3% | +52.1% |
| YTD | -0.2% | -1.9% | +1.7% | -5.6% |
| 1Y | -31.6% | -9.5% | -22.1% | -36.3% |
| All | -31.6% | -7.5% | -24.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling