-22.2%
ZTS vs ALC
+21.6%
-43.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.0% |
| 7D | -4.8% | -3.7% | -1.1% | -3.0% |
| 30D | +1.2% | -3.7% | +5.0% | +3.2% |
| 3M | -6.0% | +4.6% | -10.6% | -8.4% |
| 6M | -38.7% | -14.6% | -24.1% | -34.2% |
| YTD | -40.6% | -11.9% | -28.8% | -37.2% |
| 1Y | -50.6% | -13.1% | -37.5% | -47.5% |
| 3Y | -58.7% | -15.0% | -43.7% | -57.0% |
| 5Y | -62.8% | -16.2% | -46.6% | -61.7% |
| All | -22.2% | +21.6% | -43.8% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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