+55.5%
ZTS vs AKAM
+104.5%
-49.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | -3.3% | -8.2% | +4.9% | -1.9% |
| 3M | -9.7% | -17.6% | +7.8% | -6.9% |
| 6M | -38.8% | +2.5% | -41.4% | -41.6% |
| YTD | -41.2% | +22.8% | -64.0% | -47.2% |
| 1Y | -50.3% | +39.6% | -89.9% | -57.1% |
| 3Y | -59.1% | +2.3% | -61.5% | -62.8% |
| 5Y | -62.8% | -4.3% | -58.5% | -65.9% |
| All | +55.5% | +104.5% | -49.0% | +17.7% |
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