+87.8%
ZTS vs AG
+76.0%
+11.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.1% |
| 7D | +5.6% | -10.0% | +15.5% | +6.0% |
| 30D | +12.1% | -10.5% | +22.6% | +12.5% |
| 3M | +11.3% | -27.3% | +38.5% | +12.5% |
| 6M | +14.3% | -43.0% | +57.3% | +16.5% |
| YTD | -31.9% | -17.9% | -14.0% | -32.2% |
| 1Y | -29.3% | +11.9% | -41.2% | -30.8% |
| 3Y | -48.0% | +201.8% | -249.9% | -52.3% |
| 5Y | -58.9% | -0.1% | -58.8% | -61.0% |
| All | +87.8% | +76.0% | +11.8% | +74.0% |
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