+55.7%
ZTS vs AMCR
+14.6%
+41.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.7% |
| 7D | -3.7% | -6.3% | +2.5% | -1.6% |
| 30D | -0.8% | -7.8% | +7.0% | +2.0% |
| 3M | -9.7% | +7.5% | -17.3% | -12.3% |
| 6M | -38.4% | +2.7% | -41.1% | -39.4% |
| YTD | -41.1% | +6.0% | -47.1% | -42.9% |
| 1Y | -50.6% | +7.8% | -58.4% | -52.5% |
| 3Y | -59.1% | +5.8% | -64.9% | -61.0% |
| 5Y | -62.7% | -11.6% | -51.1% | -62.3% |
| All | +55.7% | +14.6% | +41.1% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling