+202.6%
ZTS vs AEM
+385.5%
-182.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.5% |
| 3M | +13.6% | -3.4% | +17.0% | +13.6% |
| 6M | +9.3% | -9.0% | +18.3% | +9.6% |
| YTD | -32.6% | +5.9% | -38.5% | -33.2% |
| 1Y | -30.0% | +4.0% | -34.0% | -30.6% |
| 3Y | -48.7% | +298.8% | -347.5% | -53.4% |
| 5Y | -59.3% | +250.7% | -310.0% | -63.1% |
| 10Y | +79.8% | +405.9% | -326.1% | +61.7% |
| All | +202.6% | +385.5% | -182.9% | +172.7% |
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