-49.2%
ZTS vs ADVB
-97.4%
+48.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.1% | +3.7% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | +10.8% | -61.4% | +72.2% | +11.0% |
| 3M | +14.1% | -67.8% | +81.9% | +14.3% |
| 6M | +0.8% | -66.9% | +67.6% | +0.7% |
| YTD | -33.1% | -64.9% | +31.8% | -33.2% |
| 1Y | -30.0% | -74.8% | +44.8% | -29.7% |
| All | -49.2% | -97.4% | +48.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling