+2,818.0%
AMAT vs ZTS
+194.8%
+2,623.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.9% | -5.6% | -9.7% |
| 7D | -24.3% | +4.9% | -29.2% | -26.2% |
| 30D | -39.8% | +15.9% | -55.7% | -44.4% |
| 3M | -40.2% | +11.1% | -51.3% | -44.3% |
| 6M | -22.1% | -26.0% | +3.9% | -12.7% |
| YTD | +24.7% | -33.3% | +57.9% | +47.8% |
| 1Y | +33.3% | -30.3% | +63.6% | +53.6% |
| 3Y | +133.9% | -47.0% | +180.9% | +202.8% |
| 5Y | +117.1% | -59.7% | +176.8% | +229.3% |
| 10Y | +1,158.7% | +80.3% | +1,078.3% | +829.3% |
| All | +2,818.0% | +194.8% | +2,623.2% | +1,752.3% |
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