-68.3%
AAL vs ZTS
+78.9%
-147.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.8% |
| 7D | +2.9% | +1.0% | +1.9% | +2.4% |
| 30D | +6.5% | +12.4% | -5.9% | +0.6% |
| 3M | -10.9% | +13.6% | -24.4% | -16.5% |
| 6M | +4.9% | +9.3% | -4.4% | -0.8% |
| YTD | -13.2% | -32.6% | +19.4% | +2.6% |
| 1Y | -1.1% | -30.0% | +28.9% | +14.5% |
| 3Y | +12.8% | -48.7% | +61.5% | +50.7% |
| 5Y | -34.4% | -59.3% | +24.9% | -3.1% |
| All | -68.3% | +78.9% | -147.2% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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