+56.2%
ZTS vs ALK
-38.6%
+94.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.4% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +1.2% | -18.5% | +19.7% | +4.9% |
| 3M | -6.0% | -3.6% | -2.5% | -6.0% |
| 6M | -38.7% | -3.7% | -35.0% | -39.1% |
| YTD | -40.6% | -19.0% | -21.6% | -39.4% |
| 1Y | -50.6% | -36.0% | -14.6% | -47.5% |
| 3Y | -58.7% | +2.3% | -61.1% | -61.4% |
| 5Y | -62.8% | -27.8% | -35.1% | -63.6% |
| 10Y | +56.2% | -39.0% | +95.2% | +38.6% |
| All | +56.2% | -38.6% | +94.8% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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