-48.0%
ZTS vs ALC
+4.4%
-52.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.4% |
| 7D | +5.6% | -1.1% | +6.7% | +6.0% |
| 30D | +12.1% | +16.0% | -4.0% | +5.3% |
| 3M | +11.3% | +0.8% | +10.5% | +10.8% |
| 6M | +14.3% | +16.8% | -2.5% | +6.8% |
| YTD | -31.9% | -5.5% | -26.4% | -31.1% |
| 1Y | -29.3% | -5.3% | -24.0% | -28.5% |
| 3Y | -48.0% | +4.1% | -52.1% | -48.4% |
| All | -48.0% | +4.4% | -52.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling