-30.0%
ZTS vs ADP
+24.2%
-54.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +12.4% | +11.6% | +0.8% | +9.3% |
| 3M | +13.6% | +15.1% | -1.5% | +9.6% |
| 6M | +9.3% | +46.0% | -36.7% | +3.0% |
| YTD | -32.6% | +22.4% | -55.0% | -30.4% |
| 1Y | -30.0% | +24.5% | -54.5% | -29.8% |
| All | -30.0% | +24.2% | -54.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling