-62.8%
ZTS vs AA
+17.0%
-79.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -3.4% |
| 7D | -4.8% | +1.7% | -6.4% | -5.0% |
| 30D | +1.2% | +3.3% | -2.1% | +0.8% |
| 3M | -6.0% | -29.4% | +23.4% | -2.5% |
| 6M | -38.7% | -12.8% | -25.9% | -38.5% |
| YTD | -40.6% | -2.1% | -38.5% | -41.5% |
| 1Y | -50.6% | +62.8% | -113.4% | -54.8% |
| 3Y | -58.7% | +90.5% | -149.2% | -64.5% |
| 5Y | -62.8% | +19.1% | -81.9% | -65.4% |
| All | -62.8% | +17.0% | -79.9% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling