+189.6%
ZTS vs AA
+104.6%
+85.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -3.7% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +11.7% | -6.7% | +18.4% | +12.6% |
| 3M | +3.5% | -16.3% | +19.8% | +5.4% |
| 6M | -27.6% | -37.1% | +9.5% | -24.2% |
| YTD | -35.5% | -25.0% | -10.5% | -34.4% |
| 1Y | -32.1% | +8.6% | -40.7% | -34.3% |
| 3Y | -49.1% | +57.2% | -106.3% | -54.6% |
| 5Y | -61.0% | -13.0% | -48.0% | -63.8% |
| 10Y | +74.4% | +65.5% | +8.8% | +28.2% |
| All | +189.6% | +104.6% | +85.0% | +101.1% |
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