+174.6%
ZTS vs AIG
+166.7%
+8.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.0% | -0.9% | -1.0% | -1.7% |
| 30D | +1.9% | -4.9% | +6.8% | +3.4% |
| 3M | -4.0% | +4.5% | -8.5% | -5.3% |
| 6M | -39.1% | -1.4% | -37.7% | -38.9% |
| YTD | -38.8% | -9.8% | -29.0% | -37.2% |
| 1Y | -49.6% | -4.5% | -45.0% | -49.2% |
| 3Y | -59.0% | +37.4% | -96.4% | -62.9% |
| 5Y | -61.8% | +55.0% | -116.7% | -67.1% |
| 10Y | +61.4% | +63.7% | -2.2% | +25.5% |
| All | +174.6% | +166.7% | +8.0% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling