+174.6%
ZTS vs AA
+157.9%
+16.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +1.9% | +5.0% | -3.1% | +1.2% |
| 3M | -4.0% | -35.8% | +31.8% | +0.8% |
| 6M | -39.1% | -18.4% | -20.7% | -38.3% |
| YTD | -38.8% | -5.5% | -33.3% | -39.4% |
| 1Y | -49.6% | +61.0% | -110.5% | -53.6% |
| 3Y | -59.0% | +66.2% | -125.2% | -63.6% |
| 5Y | -61.8% | +11.4% | -73.1% | -65.6% |
| 10Y | +61.4% | +116.9% | -55.4% | +14.9% |
| All | +174.6% | +157.9% | +16.8% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling