+174.6%
ZTS vs AKAM
+157.1%
+17.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | +1.9% | -13.9% | +15.9% | +4.6% |
| 3M | -4.0% | -33.8% | +29.8% | +3.2% |
| 6M | -39.1% | +2.2% | -41.3% | -41.6% |
| YTD | -38.8% | +20.6% | -59.4% | -44.1% |
| 1Y | -49.6% | +36.3% | -85.9% | -55.4% |
| 3Y | -59.0% | -0.1% | -58.9% | -62.0% |
| 5Y | -61.8% | -7.5% | -54.2% | -64.3% |
| 10Y | +61.4% | +90.2% | -28.7% | +28.0% |
| All | +174.6% | +157.1% | +17.5% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling