+937.0%
AAOI vs ZTS
+161.1%
+776.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.1% |
| 7D | +2.9% | -4.5% | +7.4% | +4.7% |
| 30D | -23.1% | -3.3% | -19.8% | -22.8% |
| 3M | -41.0% | -9.7% | -31.3% | -40.0% |
| 6M | -14.3% | -38.8% | +24.6% | +3.1% |
| YTD | +196.3% | -41.2% | +237.5% | +260.6% |
| 1Y | +272.6% | -50.3% | +322.9% | +394.4% |
| 3Y | +775.3% | -59.1% | +834.5% | +1,185.4% |
| 5Y | +1,290.2% | -62.8% | +1,352.9% | +1,983.2% |
| 10Y | +426.2% | +57.8% | +368.3% | +312.4% |
| All | +937.0% | +161.1% | +776.0% | +655.7% |
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