+174.5%
ZTS vs ALM
+7,705.7%
-7,531.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | +1.9% | +32.0% | -30.1% | +1.9% |
| 3M | -4.0% | -15.0% | +11.0% | -4.0% |
| 6M | -39.1% | -10.1% | -29.0% | -39.1% |
| YTD | -38.8% | +99.4% | -138.2% | -38.7% |
| 1Y | -49.6% | +316.4% | -365.9% | -49.5% |
| 3Y | -59.0% | +2,022.0% | -2,081.0% | -58.8% |
| 5Y | -61.8% | +941.2% | -1,002.9% | -61.6% |
| 10Y | +61.4% | +2,950.3% | -2,888.9% | +63.1% |
| All | +174.5% | +7,705.7% | -7,531.2% | +182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling