+56.2%
ZTS vs ALB
+78.9%
-22.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.4% |
| 7D | -4.8% | -4.4% | -0.4% | -4.2% |
| 30D | +1.2% | -1.2% | +2.4% | +1.3% |
| 3M | -6.0% | -13.3% | +7.3% | -4.4% |
| 6M | -38.7% | -19.8% | -19.0% | -37.7% |
| YTD | -40.6% | -7.9% | -32.7% | -41.5% |
| 1Y | -50.6% | +60.2% | -110.7% | -56.3% |
| 3Y | -58.7% | -26.4% | -32.3% | -59.9% |
| 5Y | -62.8% | -42.5% | -20.3% | -63.5% |
| 10Y | +56.2% | +83.0% | -26.8% | +3.1% |
| All | +56.2% | +78.9% | -22.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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