-26.7%
ZTS vs ALM
+44.8%
-71.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +7.5% |
| 7D | +15.4% | -6.4% | +21.8% | +15.5% |
| 30D | +25.8% | -35.0% | +60.7% | +26.4% |
| 3M | +18.1% | -33.8% | +51.9% | +18.2% |
| 6M | -19.7% | -55.0% | +35.3% | -18.0% |
| YTD | -27.5% | -0.2% | -27.3% | -28.7% |
| 1Y | -26.7% | +41.8% | -68.5% | -29.5% |
| All | -26.7% | +44.8% | -71.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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