-65.2%
AAL vs ZTS
+58.5%
-123.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.9% | -4.5% | +3.6% | +1.3% |
| 30D | -16.0% | -3.3% | -12.7% | -14.8% |
| 3M | -4.2% | -9.7% | +5.5% | -0.2% |
| 6M | +15.7% | -38.8% | +54.5% | +43.1% |
| YTD | -16.2% | -41.2% | +25.0% | +5.8% |
| 1Y | +0.2% | -50.3% | +50.5% | +37.4% |
| 3Y | -8.1% | -59.1% | +51.1% | +37.6% |
| 5Y | -32.2% | -62.8% | +30.6% | +3.9% |
| All | -65.2% | +58.5% | -123.7% | -76.0% |
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