+77.0%
ZTS vs AG
+64.1%
+13.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.0% | +0.4% |
| 7D | -0.6% | +6.0% | -6.6% | -0.9% |
| 30D | +11.0% | -13.5% | +24.5% | +11.5% |
| 3M | +10.9% | -20.7% | +31.6% | +11.8% |
| 6M | +0.9% | -31.5% | +32.5% | +2.0% |
| YTD | -33.0% | -10.1% | -22.8% | -33.5% |
| 1Y | -29.6% | +26.0% | -55.6% | -31.4% |
| 3Y | -49.0% | +228.9% | -277.9% | -53.4% |
| 5Y | -59.5% | +8.7% | -68.2% | -61.7% |
| 10Y | +77.0% | +71.9% | +5.1% | +63.1% |
| All | +77.0% | +64.1% | +13.0% | +63.1% |
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