+87.8%
ZTS vs AKAM
+29.8%
+57.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.3% |
| 7D | +5.6% | +2.8% | +2.8% | +4.9% |
| 30D | +12.1% | -6.9% | +19.0% | +13.2% |
| 3M | +11.3% | -31.8% | +43.1% | +18.8% |
| 6M | +14.3% | -47.0% | +61.3% | +27.7% |
| YTD | -31.9% | -2.1% | -29.8% | -36.9% |
| 1Y | -29.3% | -3.7% | -25.6% | -34.1% |
| 3Y | -48.0% | -23.0% | -25.0% | -50.2% |
| 5Y | -58.9% | -23.4% | -35.5% | -61.1% |
| All | +87.8% | +29.8% | +57.9% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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