-62.8%
ZTS vs AG
+65.4%
-128.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.9% |
| 7D | -4.8% | +4.5% | -9.3% | -5.0% |
| 30D | +1.2% | +12.9% | -11.6% | +0.5% |
| 3M | -6.0% | +20.9% | -27.0% | -7.3% |
| 6M | -38.7% | -19.5% | -19.2% | -38.2% |
| YTD | -40.6% | +24.8% | -65.4% | -42.3% |
| 1Y | -50.6% | +120.2% | -170.8% | -54.1% |
| 3Y | -58.7% | +279.0% | -337.8% | -64.4% |
| 5Y | -62.8% | +67.9% | -130.7% | -66.8% |
| All | -62.8% | +65.4% | -128.2% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling