-26.7%
ZTS vs AA
+13.9%
-40.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +7.5% |
| 7D | +15.4% | +0.9% | +14.5% | +15.4% |
| 30D | +25.8% | -6.4% | +32.2% | +25.8% |
| 3M | +18.1% | -13.0% | +31.1% | +18.2% |
| 6M | -19.7% | -34.6% | +14.9% | -19.6% |
| YTD | -27.5% | -23.0% | -4.5% | -29.0% |
| 1Y | -26.7% | +16.0% | -42.7% | -30.6% |
| All | -26.7% | +13.9% | -40.6% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling