-48.0%
ZTS vs ALLE
+94.0%
-142.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +5.6% | +3.6% | +2.0% | +4.2% |
| 30D | +12.1% | +25.9% | -13.8% | +3.3% |
| 3M | +11.3% | +15.8% | -4.5% | +5.5% |
| 6M | +14.3% | +48.1% | -33.8% | -1.7% |
| YTD | -31.9% | +22.0% | -53.8% | -37.3% |
| 1Y | -29.3% | +18.0% | -47.3% | -34.1% |
| 3Y | -48.0% | +93.1% | -141.1% | -58.4% |
| All | -48.0% | +94.0% | -142.0% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling