+74.2%
ZTS vs AMBA
-0.9%
+75.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.1% | -9.4% | -4.0% |
| 7D | -0.4% | -7.2% | +6.8% | +0.5% |
| 30D | +11.7% | -10.4% | +22.1% | +13.0% |
| 3M | +3.5% | -30.1% | +33.6% | +7.5% |
| 6M | -27.6% | -22.4% | -5.2% | -27.6% |
| YTD | -35.5% | -17.3% | -18.1% | -36.5% |
| 1Y | -32.1% | -35.4% | +3.3% | -31.1% |
| 3Y | -49.1% | +18.6% | -67.7% | -55.3% |
| 5Y | -61.0% | -69.8% | +8.8% | -60.5% |
| All | +74.2% | -0.9% | +75.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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