-44.7%
ZTS vs ABCL
-79.6%
+34.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.6% | +2.3% | -2.9% | -0.8% |
| 30D | +11.0% | -0.7% | +11.6% | +10.8% |
| 3M | +10.9% | +33.4% | -22.5% | +8.0% |
| 6M | +0.9% | +137.8% | -136.9% | -7.1% |
| YTD | -33.0% | +264.3% | -297.3% | -40.8% |
| 1Y | -29.6% | +209.2% | -238.8% | -37.1% |
| 3Y | -49.0% | +208.4% | -257.5% | -56.0% |
| 5Y | -59.5% | -11.9% | -47.6% | -62.7% |
| All | -44.7% | -79.6% | +34.9% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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