+165.0%
AMAT vs ZTS
-49.6%
+214.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.7% | +7.7% | +10.9% |
| 7D | -1.1% | -1.0% | 0.0% | -0.7% |
| 30D | -26.9% | +10.8% | -37.7% | -27.5% |
| 3M | -31.2% | +14.1% | -45.3% | -32.2% |
| 6M | -14.7% | +0.8% | -15.5% | -14.2% |
| YTD | +44.7% | -33.1% | +77.8% | +64.4% |
| 1Y | +62.0% | -30.0% | +91.9% | +81.0% |
| 3Y | +165.0% | -49.5% | +214.5% | +216.4% |
| All | +165.0% | -49.6% | +214.6% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling