-59.2%
ZTS vs AFL
+62.4%
-121.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -4.5% | -3.3% | -1.2% | -3.5% |
| 30D | -3.3% | -5.0% | +1.7% | -1.9% |
| 3M | -9.7% | -1.8% | -8.0% | -9.3% |
| 6M | -38.8% | +4.8% | -43.7% | -39.8% |
| YTD | -41.2% | +5.4% | -46.6% | -42.3% |
| 1Y | -50.3% | +9.0% | -59.3% | -51.8% |
| All | -59.2% | +62.4% | -121.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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