+55.7%
ZTS vs AGI
+392.3%
-336.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -3.7% | -2.7% | -1.0% | -3.6% |
| 30D | -0.8% | +7.2% | -8.0% | -1.1% |
| 3M | -9.7% | +4.3% | -14.0% | -10.0% |
| 6M | -38.4% | -27.1% | -11.3% | -37.7% |
| YTD | -41.1% | -6.6% | -34.5% | -41.1% |
| 1Y | -50.6% | +9.5% | -60.1% | -51.0% |
| 3Y | -59.1% | +208.4% | -267.6% | -61.3% |
| 5Y | -62.7% | +401.6% | -464.3% | -65.3% |
| All | +55.7% | +392.3% | -336.6% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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