+13.9%
ZS vs BAM
+66.2%
-52.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -6.6% | +3.5% | +0.5% |
| 30D | -7.2% | -12.4% | +5.2% | -0.3% |
| 3M | +30.5% | +2.4% | +28.1% | +28.5% |
| 6M | +7.0% | +7.9% | -1.0% | +1.9% |
| YTD | -26.8% | -7.0% | -19.8% | -24.5% |
| 1Y | -42.6% | -13.4% | -29.2% | -38.8% |
| 3Y | -0.3% | +46.9% | -47.2% | -22.0% |
| All | +13.9% | +66.2% | -52.3% | -17.4% |
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