+620.2%
ADI vs ZTS
+80.8%
+539.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.2% |
| 7D | +9.5% | +5.6% | +3.9% | +6.8% |
| 30D | -1.4% | +12.1% | -13.5% | -6.9% |
| 3M | +4.7% | +11.3% | -6.5% | -1.4% |
| 6M | -7.4% | +14.3% | -21.7% | -15.2% |
| YTD | +48.1% | -31.9% | +79.9% | +73.8% |
| 1Y | +69.6% | -29.3% | +98.9% | +94.8% |
| 3Y | +144.4% | -48.0% | +192.4% | +221.6% |
| 5Y | +134.1% | -58.9% | +193.0% | +247.4% |
| All | +620.2% | +80.8% | +539.4% | +370.7% |
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 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