-48.6%
ZTS vs AEM
+301.0%
-349.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.5% | +0.7% |
| 7D | +1.0% | -5.6% | +6.7% | +1.4% |
| 30D | +12.4% | -3.9% | +16.3% | +12.4% |
| 3M | +13.6% | -3.4% | +17.0% | +13.4% |
| 6M | +9.3% | -9.0% | +18.3% | +10.2% |
| YTD | -32.6% | +5.9% | -38.5% | -33.1% |
| 1Y | -30.0% | +4.0% | -34.0% | -30.5% |
| All | -48.6% | +301.0% | -349.6% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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