+469.1%
AXP vs ZTS
+61.0%
+408.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.1% | -2.0% | -0.1% | -1.3% |
| 30D | -6.5% | +1.9% | -8.5% | -7.7% |
| 3M | +4.6% | -4.0% | +8.6% | +5.8% |
| 6M | +5.4% | -39.1% | +44.6% | +28.9% |
| YTD | -11.1% | -38.8% | +27.7% | +8.2% |
| 1Y | -0.3% | -49.6% | +49.3% | +32.2% |
| 3Y | +111.6% | -59.0% | +170.6% | +202.4% |
| 5Y | +117.6% | -61.8% | +179.3% | +214.2% |
| All | +469.1% | +61.0% | +408.2% | +336.9% |
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