+37.7%
ZS vs BAM
+90.5%
-52.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.5% |
| 7D | -11.1% | +5.3% | -16.3% | -13.4% |
| 30D | -14.8% | +18.1% | -32.9% | -22.2% |
| 3M | +18.0% | +4.2% | +13.8% | +15.0% |
| 6M | +30.8% | +11.1% | +19.8% | +22.7% |
| YTD | -11.5% | +6.6% | -18.1% | -15.4% |
| 1Y | -37.8% | +6.2% | -44.0% | -40.5% |
| 3Y | +16.6% | +95.0% | -78.4% | -21.7% |
| All | +37.7% | +90.5% | -52.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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