+5.9%
AAL vs ZTS
+196.5%
-190.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.4% | -7.4% | +10.9% | +7.2% |
| 30D | +11.7% | +9.9% | +1.8% | +6.9% |
| 3M | -7.8% | +10.3% | -18.1% | -12.2% |
| 6M | +10.2% | +9.2% | +1.1% | +4.6% |
| YTD | -8.0% | -32.9% | +24.9% | +8.0% |
| 1Y | +8.5% | -29.7% | +38.3% | +24.4% |
| 3Y | +19.5% | -49.0% | +68.5% | +57.7% |
| 5Y | -33.9% | -59.3% | +25.4% | -4.5% |
| 10Y | -66.0% | +78.9% | -145.0% | -76.6% |
| All | +5.9% | +196.5% | -190.5% | -43.5% |
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 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