+174.6%
ARM vs ZTS
-54.6%
+229.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.3% | +8.0% | +5.7% |
| 7D | -15.2% | -0.4% | -14.8% | -15.1% |
| 30D | -40.7% | +11.7% | -52.4% | -43.1% |
| 3M | -39.1% | +3.5% | -42.5% | -40.2% |
| 6M | -26.4% | -27.6% | +1.2% | -15.8% |
| YTD | +59.7% | -35.5% | +95.2% | +92.9% |
| 1Y | +10.3% | -32.1% | +42.4% | +29.5% |
| 3Y | +228.9% | -49.1% | +277.9% | +329.1% |
| All | +174.6% | -54.6% | +229.2% | +300.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling