-59.0%
ZTS vs AIG
+33.4%
-92.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -3.8% | -1.4% | -2.3% | -3.3% |
| 30D | -2.0% | -3.3% | +1.3% | -0.9% |
| 3M | -10.2% | +2.2% | -12.4% | -11.0% |
| 6M | -39.4% | -2.1% | -37.3% | -39.0% |
| YTD | -40.8% | -11.2% | -29.6% | -38.7% |
| 1Y | -50.1% | -2.1% | -48.0% | -50.2% |
| All | -59.0% | +33.4% | -92.3% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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