+166.5%
ZTS vs AEM
+449.3%
-282.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.9% |
| 7D | -4.8% | +4.3% | -9.1% | -5.0% |
| 30D | +1.2% | +13.1% | -11.9% | +0.5% |
| 3M | -6.0% | +24.8% | -30.8% | -7.4% |
| 6M | -38.7% | -8.2% | -30.5% | -38.6% |
| YTD | -40.6% | +19.8% | -60.5% | -41.5% |
| 1Y | -50.6% | +32.1% | -82.7% | -51.7% |
| 3Y | -58.7% | +348.2% | -406.9% | -62.7% |
| 5Y | -62.8% | +297.5% | -360.3% | -66.5% |
| 10Y | +56.2% | +343.3% | -287.1% | +39.9% |
| All | +166.5% | +449.3% | -282.8% | +138.8% |
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 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