-32.5%
AAL vs ZTS
-62.4%
+29.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.4% |
| 7D | -0.3% | -4.8% | +4.5% | +1.8% |
| 30D | -19.0% | +1.2% | -20.2% | -19.7% |
| 3M | -5.1% | -6.0% | +0.9% | -3.1% |
| 6M | +15.5% | -38.7% | +54.2% | +41.7% |
| YTD | -15.8% | -40.6% | +24.8% | +4.9% |
| 1Y | -0.3% | -50.6% | +50.3% | +36.2% |
| 3Y | -7.7% | -58.7% | +51.1% | +36.5% |
| 5Y | -32.5% | -62.8% | +30.3% | -3.5% |
| All | -32.5% | -62.4% | +29.9% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling