-30.0%
ZTS vs ALC
-11.3%
-18.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.0% |
| 7D | +1.0% | -6.2% | +7.2% | +5.1% |
| 30D | +12.4% | +14.0% | -1.6% | +4.6% |
| 3M | +13.6% | -2.4% | +16.0% | +15.0% |
| 6M | +9.3% | +12.6% | -3.3% | +1.3% |
| YTD | -32.6% | -8.4% | -24.2% | -30.5% |
| 1Y | -30.0% | -9.1% | -20.9% | -27.6% |
| All | -30.0% | -11.3% | -18.7% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling