-61.4%
ZTS vs ALB
-44.4%
-17.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.1% |
| 7D | -2.0% | -8.1% | +6.1% | -1.0% |
| 30D | +1.9% | +6.3% | -4.4% | +1.0% |
| 3M | -4.0% | -23.6% | +19.6% | -1.1% |
| 6M | -39.1% | -24.6% | -14.5% | -37.9% |
| YTD | -38.8% | -10.3% | -28.5% | -39.5% |
| 1Y | -49.6% | +61.5% | -111.0% | -54.7% |
| 3Y | -59.0% | -34.0% | -25.0% | -59.1% |
| All | -61.4% | -44.4% | -17.0% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling