-49.1%
ZTS vs ALC
+2.3%
-51.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -0.4% | +4.9% | -5.3% | -2.3% |
| 30D | +11.7% | +19.0% | -7.2% | +3.9% |
| 3M | +3.5% | +7.8% | -4.3% | +0.1% |
| 6M | -27.6% | +14.6% | -42.2% | -31.6% |
| YTD | -35.5% | -4.4% | -31.0% | -35.0% |
| 1Y | -32.1% | +1.4% | -33.5% | -33.0% |
| 3Y | -49.1% | +2.5% | -51.6% | -49.6% |
| All | -49.1% | +2.3% | -51.3% | -49.6% |
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 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