-1.4%
AAL vs ZTS
+170.4%
-171.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.5% |
| 7D | -3.7% | -2.0% | -1.8% | -2.9% |
| 30D | -20.8% | +1.9% | -22.7% | -21.9% |
| 3M | -1.3% | -4.0% | +2.7% | -0.1% |
| 6M | +5.4% | -39.1% | +44.5% | +29.9% |
| YTD | -14.4% | -38.8% | +24.5% | +5.1% |
| 1Y | +2.1% | -49.6% | +51.7% | +37.2% |
| 3Y | -10.6% | -59.0% | +48.4% | +31.3% |
| 5Y | -32.2% | -61.8% | +29.5% | +0.7% |
| 10Y | -62.7% | +61.4% | -124.2% | -73.1% |
| All | -1.4% | +170.4% | -171.7% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling