+200.1%
ZTS vs ALM
+3,798.4%
-3,598.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +3.7% |
| 7D | -1.0% | +0.7% | -1.8% | -1.0% |
| 30D | +10.8% | -26.1% | +36.9% | +10.8% |
| 3M | +14.1% | -38.1% | +52.2% | +14.0% |
| 6M | +0.8% | -55.4% | +56.2% | +0.7% |
| YTD | -33.1% | -0.4% | -32.7% | -33.1% |
| 1Y | -30.0% | +25.4% | -55.4% | -29.9% |
| 3Y | -49.5% | +907.8% | -957.3% | -49.3% |
| 5Y | -60.2% | +440.2% | -500.4% | -60.1% |
| 10Y | +77.0% | +2,031.1% | -1,954.1% | +78.8% |
| All | +200.1% | +3,798.4% | -3,598.3% | +208.1% |
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