+199.6%
ARM vs ZTS
-52.1%
+251.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.9% |
| 7D | +9.1% | +5.6% | +3.5% | +7.3% |
| 30D | -19.9% | +12.1% | -32.0% | -23.0% |
| 3M | -31.6% | +11.3% | -42.9% | -34.4% |
| 6M | -13.9% | +14.3% | -28.2% | -19.3% |
| YTD | +74.3% | -31.9% | +106.2% | +107.1% |
| 1Y | +35.8% | -29.3% | +65.1% | +57.9% |
| 3Y | +268.6% | -48.0% | +316.7% | +383.9% |
| All | +199.6% | -52.1% | +251.7% | +329.7% |
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