+1,315.3%
AMAT vs ZTS
+74.0%
+1,241.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.7% | +7.7% | +9.4% |
| 7D | -1.1% | -1.0% | 0.0% | -0.4% |
| 30D | -26.9% | +10.8% | -37.7% | -31.3% |
| 3M | -31.2% | +14.1% | -45.3% | -37.1% |
| 6M | -14.7% | +0.8% | -15.5% | -18.4% |
| YTD | +44.7% | -33.1% | +77.8% | +75.2% |
| 1Y | +62.0% | -30.0% | +91.9% | +89.5% |
| 3Y | +165.0% | -49.5% | +214.5% | +266.0% |
| 5Y | +147.1% | -60.2% | +207.3% | +304.2% |
| 10Y | +1,315.3% | +77.0% | +1,238.2% | +690.5% |
| All | +1,315.3% | +74.0% | +1,241.3% | +690.5% |
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 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