-58.7%
ZTS vs ABCL
-26.2%
-32.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.1% |
| 7D | +5.6% | -3.3% | +8.8% | +5.8% |
| 30D | +12.1% | -7.1% | +19.2% | +12.4% |
| 3M | +11.3% | +4.7% | +6.5% | +9.9% |
| 6M | +14.3% | +140.9% | -126.6% | +2.8% |
| YTD | -31.9% | +236.0% | -267.8% | -41.3% |
| 1Y | -29.3% | +217.4% | -246.7% | -38.8% |
| 3Y | -48.0% | +188.7% | -236.7% | -56.7% |
| All | -58.7% | -26.2% | -32.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling