+189.6%
ZTS vs ALK
+87.0%
+102.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.4% |
| 7D | -0.4% | +9.0% | -9.4% | -1.9% |
| 30D | +11.7% | -1.6% | +13.4% | +12.0% |
| 3M | +3.5% | -23.2% | +26.6% | +8.3% |
| 6M | -27.6% | -3.9% | -23.7% | -27.9% |
| YTD | -35.5% | -22.6% | -12.9% | -33.6% |
| 1Y | -32.1% | -5.3% | -26.8% | -32.9% |
| 3Y | -49.1% | +18.6% | -67.7% | -53.8% |
| 5Y | -61.0% | -34.4% | -26.6% | -61.0% |
| 10Y | +74.4% | -40.8% | +115.2% | +60.0% |
| All | +189.6% | +87.0% | +102.6% | +112.6% |
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 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