-49.5%
ZTS vs ALB
-13.4%
-36.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -1.0% | +9.5% | -10.5% | -1.8% |
| 30D | +10.8% | -2.1% | +12.9% | +10.9% |
| 3M | +14.1% | -24.1% | +38.2% | +16.7% |
| 6M | +0.8% | -51.0% | +51.8% | +7.1% |
| YTD | -33.1% | -29.3% | -3.8% | -32.6% |
| 1Y | -30.0% | +3.2% | -33.2% | -32.9% |
| 3Y | -49.5% | -9.3% | -40.2% | -52.7% |
| All | -49.5% | -13.4% | -36.1% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling