+166.5%
ZTS vs AMCR
+71.3%
+95.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | -63.3% | -52.5% |
| 3Y | -58.7% | +9.6% | -68.3% | -60.3% |
| 5Y | -62.8% | -10.3% | -52.5% | -62.6% |
| 10Y | +56.2% | +16.5% | +39.7% | +42.2% |
| All | +166.5% | +71.3% | +95.2% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling