-48.8%
ZTS vs ALLE
+93.1%
-141.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -7.4% | -0.8% | -6.6% | -7.1% |
| 30D | +9.9% | +27.4% | -17.5% | +0.8% |
| 3M | +10.3% | +13.8% | -3.5% | +5.3% |
| 6M | +9.2% | +45.5% | -36.3% | -5.5% |
| YTD | -32.9% | +21.4% | -54.3% | -38.1% |
| 1Y | -29.7% | +15.4% | -45.1% | -33.9% |
| All | -48.8% | +93.1% | -141.9% | -59.0% |
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 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