-58.7%
ZTS vs ALM
+2,327.9%
-2,386.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.8% | -3.1% |
| 7D | -4.8% | +8.4% | -13.2% | -4.9% |
| 30D | +1.2% | +34.8% | -33.6% | +0.6% |
| 3M | -6.0% | +16.2% | -22.3% | -6.4% |
| 6M | -38.7% | +2.1% | -40.9% | -38.8% |
| YTD | -40.6% | +117.0% | -157.6% | -41.8% |
| 1Y | -50.6% | +313.9% | -364.4% | -52.3% |
| 3Y | -58.7% | +2,327.9% | -2,386.7% | -62.3% |
| All | -58.7% | +2,327.9% | -2,386.7% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling