+189.6%
ZTS vs AG
-16.8%
+206.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.4% |
| 7D | -0.4% | +6.3% | -6.7% | -0.6% |
| 30D | +11.7% | -8.9% | +20.7% | +12.0% |
| 3M | +3.5% | -12.2% | +15.7% | +3.7% |
| 6M | -27.6% | -28.3% | +0.7% | -27.1% |
| YTD | -35.5% | -8.8% | -26.6% | -35.9% |
| 1Y | -32.1% | +39.4% | -71.4% | -33.8% |
| 3Y | -49.1% | +229.4% | -278.5% | -52.6% |
| 5Y | -61.0% | +14.5% | -75.6% | -62.8% |
| 10Y | +74.4% | +82.7% | -8.3% | +62.0% |
| All | +189.6% | -16.8% | +206.4% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling