-59.1%
ZTS vs AJG
+8.2%
-67.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.7% | -8.3% | +4.5% | -1.9% |
| 30D | -0.8% | -5.7% | +4.9% | +0.5% |
| 3M | -9.7% | +9.1% | -18.8% | -11.1% |
| 6M | -38.4% | +15.2% | -53.6% | -40.0% |
| YTD | -41.1% | -6.3% | -34.8% | -40.4% |
| 1Y | -50.6% | -19.1% | -31.5% | -48.0% |
| 3Y | -59.1% | +8.2% | -67.4% | -61.5% |
| All | -59.1% | +8.2% | -67.3% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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