+166.5%
ZTS vs AMCR
+76.6%
+89.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | -4.8% | -1.8% | -2.9% | -4.3% |
| 30D | +1.2% | -6.0% | +7.3% | +2.9% |
| 3M | -6.0% | +18.9% | -24.9% | -10.4% |
| 6M | -38.7% | +5.7% | -44.4% | -39.9% |
| YTD | -40.6% | +11.1% | -51.7% | -42.6% |
| 1Y | -50.6% | +14.4% | -65.0% | -52.7% |
| 3Y | -58.7% | +13.0% | -71.7% | -60.6% |
| 5Y | -62.8% | -7.5% | -55.3% | -62.9% |
| 10Y | +56.2% | +20.1% | +36.1% | +41.1% |
| All | +166.5% | +76.6% | +89.9% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling