-49.3%
ZTS vs AMDL
+145.7%
-194.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | +0.4% |
| 7D | +1.0% | +103.5% | -102.5% | +0.6% |
| 30D | +12.4% | -18.3% | +30.7% | +12.3% |
| 3M | +13.6% | +20.1% | -6.5% | +13.0% |
| 6M | +9.3% | +15.9% | -6.6% | +8.0% |
| YTD | -32.6% | +303.0% | -335.6% | -36.3% |
| 1Y | -30.0% | +164.0% | -194.0% | -33.0% |
| All | -49.3% | +145.7% | -194.9% | -54.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling