+174.6%
ZTS vs ALK
+101.9%
+72.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.9% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | +1.9% | -19.2% | +21.1% | +5.9% |
| 3M | -4.0% | -1.5% | -2.5% | -4.4% |
| 6M | -39.1% | -13.1% | -26.1% | -38.4% |
| YTD | -38.8% | -16.4% | -22.4% | -37.8% |
| 1Y | -49.6% | -33.1% | -16.5% | -46.8% |
| 3Y | -59.0% | +0.6% | -59.6% | -61.4% |
| 5Y | -61.8% | -26.4% | -35.4% | -62.6% |
| 10Y | +61.4% | -34.2% | +95.6% | +45.3% |
| All | +174.6% | +101.9% | +72.7% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling