+205.7%
ZTS vs AEM
+385.6%
-179.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | -6.8% | +12.4% | +6.0% |
| 30D | +12.1% | +0.8% | +11.3% | +11.9% |
| 3M | +11.3% | -0.8% | +12.1% | +11.1% |
| 6M | +14.3% | -8.5% | +22.8% | +14.5% |
| YTD | -31.9% | +5.9% | -37.8% | -32.5% |
| 1Y | -29.3% | +6.6% | -35.9% | -30.0% |
| 3Y | -48.0% | +302.2% | -350.2% | -52.8% |
| 5Y | -58.9% | +250.8% | -309.7% | -62.7% |
| 10Y | +81.7% | +406.1% | -324.4% | +63.4% |
| All | +205.7% | +385.6% | -179.9% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling