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  • ZTS vs ALLE✓SelectedUSD · ALLEZTS vs ALLE performance historyLatest closeAs of-0.63%09/04
Stock and ETF performance explorer

ZTS vs ALLE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-49.6%
ALLE return
-5.8%
Excess return
-43.7%
Maximum drawdown
-52.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioALLEExcessAlpha
1D-0.6%+1.0%-1.6%-0.9%
7D-2.0%-0.2%-1.7%-1.9%
30D+1.9%-6.8%+8.7%+4.1%
3M-4.0%+21.0%-25.0%-10.7%
6M-39.1%+1.1%-40.2%-39.8%
YTD-38.8%-0.5%-38.3%-40.0%
1Y-49.6%-7.3%-42.3%-50.0%
All-49.6%-5.8%-43.7%-50.0%

Cumulative growth

Daily Returns

Daily percentage return beside ALLE.

Daily Out/Under-Performance

Portfolio return minus ALLE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…

1y analysis · Full analysis span regression · 6 months rolling