-49.1%
ZTS vs ADP
+48.5%
-97.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -0.4% | +3.2% | -3.6% | -1.4% |
| 30D | +11.7% | +14.9% | -3.2% | +7.0% |
| 3M | +3.5% | +11.6% | -8.2% | 0.0% |
| 6M | -27.6% | +48.5% | -76.1% | -35.3% |
| YTD | -35.5% | +20.6% | -56.0% | -37.7% |
| 1Y | -32.1% | +23.7% | -55.8% | -35.2% |
| 3Y | -49.1% | +47.8% | -96.9% | -54.9% |
| All | -49.1% | +48.5% | -97.6% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling