+247.2%
ARM vs ZTS
-49.4%
+296.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -10.4% | -0.6% | -9.7% | -10.0% |
| 30D | -31.8% | +11.0% | -42.8% | -34.1% |
| 3M | -32.2% | +10.9% | -43.2% | -34.9% |
| 6M | -14.9% | +0.9% | -15.8% | -15.8% |
| YTD | +66.0% | -33.0% | +99.0% | +98.0% |
| 1Y | +17.2% | -29.6% | +46.8% | +36.1% |
| 3Y | +247.2% | -49.0% | +296.3% | +410.7% |
| All | +247.2% | -49.4% | +296.6% | +410.7% |
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 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