+191.9%
ZTS vs ALLE
+331.3%
-139.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.9% | -5.1% | -6.7% |
| 7D | +4.9% | 0.0% | +4.9% | +5.0% |
| 30D | +15.9% | +20.6% | -4.7% | +6.8% |
| 3M | +11.1% | +11.4% | -0.3% | +5.9% |
| 6M | -26.0% | +42.5% | -68.6% | -37.0% |
| YTD | -33.3% | +18.9% | -52.2% | -38.8% |
| 1Y | -30.3% | +14.2% | -44.5% | -35.0% |
| 3Y | -47.0% | +90.7% | -137.7% | -61.2% |
| 5Y | -59.7% | +52.5% | -112.2% | -68.1% |
| 10Y | +80.3% | +231.2% | -150.9% | +0.4% |
| All | +191.9% | +331.3% | -139.5% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling