-58.5%
ZTS vs ABCL
+104.5%
-163.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | +1.9% | +93.1% | -91.2% | -2.8% |
| 3M | -4.0% | +79.4% | -83.4% | -8.5% |
| 6M | -39.1% | +214.9% | -254.0% | -44.6% |
| YTD | -38.8% | +234.2% | -273.0% | -44.9% |
| 1Y | -49.6% | +174.8% | -224.3% | -54.0% |
| All | -58.5% | +104.5% | -163.0% | -64.2% |
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