+163.1%
ZTS vs AMC
-98.1%
+261.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -5.0% | -0.7% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | +1.9% | -0.7% | +2.7% | +1.9% |
| 3M | -4.0% | +35.2% | -39.2% | -4.6% |
| 6M | -39.1% | +124.6% | -163.7% | -40.0% |
| YTD | -38.8% | +69.9% | -108.7% | -39.5% |
| 1Y | -49.6% | -2.6% | -47.0% | -49.8% |
| 3Y | -59.0% | -79.8% | +20.8% | -58.8% |
| 5Y | -61.8% | -99.4% | +37.6% | -61.0% |
| 10Y | +61.4% | -98.9% | +160.3% | +69.0% |
| All | +163.1% | -98.1% | +261.2% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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