-0.3%
ZS vs AZO
+10.0%
-10.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | -3.6% | +0.5% | -2.7% |
| 30D | -7.2% | -5.6% | -1.7% | -6.7% |
| 3M | +30.5% | -6.6% | +37.1% | +31.3% |
| 6M | +7.0% | -22.5% | +29.5% | +8.6% |
| YTD | -26.8% | -15.2% | -11.7% | -26.7% |
| 1Y | -42.6% | -33.9% | -8.7% | -40.5% |
| 3Y | -0.3% | +11.8% | -12.1% | -7.7% |
| All | -0.3% | +10.0% | -10.4% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling