+174.6%
ZTS vs AG
+15.0%
+159.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.6% |
| 7D | -2.0% | +1.0% | -3.0% | -2.0% |
| 30D | +1.9% | +19.2% | -17.3% | +1.2% |
| 3M | -4.0% | +6.2% | -10.2% | -4.4% |
| 6M | -39.1% | -26.7% | -12.4% | -38.7% |
| YTD | -38.8% | +26.1% | -64.9% | -39.8% |
| 1Y | -49.6% | +131.7% | -181.2% | -51.7% |
| 3Y | -59.0% | +255.3% | -314.3% | -61.9% |
| 5Y | -61.8% | +61.9% | -123.7% | -63.9% |
| 10Y | +61.4% | +72.0% | -10.6% | +49.4% |
| All | +174.6% | +15.0% | +159.6% | +131.9% |
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