-48.0%
ZTS vs ADP
+46.4%
-94.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | +5.6% | +2.2% | +3.4% | +4.8% |
| 30D | +12.1% | +10.6% | +1.5% | +8.6% |
| 3M | +11.3% | +12.9% | -1.6% | +7.0% |
| 6M | +14.3% | +50.6% | -36.3% | +1.9% |
| YTD | -31.9% | +23.2% | -55.1% | -34.7% |
| 1Y | -29.3% | +25.3% | -54.5% | -32.7% |
| 3Y | -48.0% | +47.1% | -95.2% | -52.8% |
| All | -48.0% | +46.4% | -94.5% | -52.8% |
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 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