+55.5%
ZTS vs AG
+73.4%
-17.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.2% | -0.4% |
| 7D | -4.5% | -5.8% | +1.3% | -4.3% |
| 30D | -3.3% | +6.4% | -9.7% | -3.6% |
| 3M | -9.7% | +28.4% | -38.1% | -10.9% |
| 6M | -38.8% | -24.5% | -14.4% | -38.4% |
| YTD | -41.2% | +21.2% | -62.4% | -42.3% |
| 1Y | -50.3% | +114.1% | -164.4% | -52.8% |
| 3Y | -59.1% | +268.0% | -327.2% | -62.8% |
| 5Y | -62.8% | +67.3% | -130.1% | -65.4% |
| All | +55.5% | +73.4% | -17.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling