-55.3%
ZTS vs AMDL
+117.8%
-173.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.7% | -14.6% | -3.1% |
| 7D | -4.8% | +19.9% | -24.7% | -4.9% |
| 30D | +1.2% | +6.3% | -5.0% | +1.2% |
| 3M | -6.0% | -9.9% | +3.9% | -6.3% |
| 6M | -38.7% | +394.3% | -433.0% | -42.0% |
| YTD | -40.6% | +257.3% | -297.9% | -43.7% |
| 1Y | -50.6% | +508.5% | -559.1% | -54.4% |
| All | -55.3% | +117.8% | -173.1% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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