-58.7%
ZTS vs AG
+272.3%
-331.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.9% |
| 7D | -4.8% | +4.5% | -9.3% | -4.9% |
| 30D | +1.2% | +12.9% | -11.6% | +0.9% |
| 3M | -6.0% | +20.9% | -27.0% | -6.7% |
| 6M | -38.7% | -19.5% | -19.2% | -38.3% |
| YTD | -40.6% | +24.8% | -65.4% | -41.6% |
| 1Y | -50.6% | +120.2% | -170.8% | -52.8% |
| 3Y | -58.7% | +279.0% | -337.8% | -62.6% |
| All | -58.7% | +272.3% | -331.0% | -62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling