-15.5%
ZTS vs ALC
+31.8%
-47.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.2% |
| 7D | -0.4% | +4.9% | -5.3% | -2.6% |
| 30D | +11.7% | +19.0% | -7.2% | +2.7% |
| 3M | +3.5% | +7.8% | -4.3% | -0.4% |
| 6M | -27.6% | +14.6% | -42.2% | -32.3% |
| YTD | -35.5% | -4.4% | -31.0% | -34.4% |
| 1Y | -32.1% | +1.4% | -33.5% | -33.0% |
| 3Y | -49.1% | +2.5% | -51.6% | -51.7% |
| 5Y | -61.0% | -10.9% | -50.1% | -61.0% |
| All | -15.5% | +31.8% | -47.3% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling