-49.1%
ZTS vs ABCL
+156.0%
-205.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.7% | -10.0% | -3.6% |
| 7D | -0.4% | -3.2% | +2.8% | -0.3% |
| 30D | +11.7% | -7.4% | +19.1% | +12.0% |
| 3M | +3.5% | +81.9% | -78.5% | -1.0% |
| 6M | -27.6% | +135.7% | -163.3% | -32.5% |
| YTD | -35.5% | +247.4% | -282.8% | -41.9% |
| 1Y | -32.1% | +162.3% | -194.3% | -37.7% |
| 3Y | -49.1% | +165.5% | -214.6% | -52.8% |
| All | -49.1% | +156.0% | -205.1% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling