+85.9%
ZTS vs ALM
+1,942.8%
-1,857.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.6% |
| 7D | +1.0% | -4.0% | +5.1% | +1.1% |
| 30D | +12.4% | -30.5% | +42.9% | +13.1% |
| 3M | +13.6% | -46.9% | +60.5% | +14.6% |
| 6M | +9.3% | -65.5% | +74.8% | +11.1% |
| YTD | -32.6% | -13.4% | -19.2% | -32.9% |
| 1Y | -30.0% | +9.8% | -39.8% | -30.7% |
| 3Y | -48.7% | +783.1% | -831.8% | -51.7% |
| 5Y | -59.3% | +378.3% | -437.6% | -61.6% |
| All | +85.9% | +1,942.8% | -1,857.0% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling