+58.8%
ZTS vs ALM
+3,082.3%
-3,023.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.3% |
| 7D | -3.8% | +3.6% | -7.4% | -3.8% |
| 30D | -2.0% | +33.8% | -35.8% | -2.6% |
| 3M | -10.2% | +14.8% | -25.0% | -10.6% |
| 6M | -39.4% | -7.0% | -32.5% | -39.5% |
| YTD | -40.8% | +108.1% | -148.9% | -41.9% |
| 1Y | -50.1% | +313.8% | -363.9% | -51.7% |
| 3Y | -58.9% | +2,227.6% | -2,286.5% | -61.9% |
| 5Y | -62.4% | +956.6% | -1,019.0% | -64.9% |
| 10Y | +58.8% | +3,082.3% | -3,023.5% | +48.3% |
| All | +58.8% | +3,082.3% | -3,023.5% | +48.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling