+55.5%
ZTS vs AME
+427.9%
-372.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.2% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | -3.3% | -8.6% | +5.3% | +0.9% |
| 3M | -9.7% | +5.8% | -15.5% | -13.0% |
| 6M | -38.8% | +3.8% | -42.7% | -40.4% |
| YTD | -41.2% | +14.4% | -55.6% | -45.5% |
| 1Y | -50.3% | +25.8% | -76.1% | -56.2% |
| 3Y | -59.1% | +55.2% | -114.3% | -68.7% |
| 5Y | -62.8% | +85.5% | -148.3% | -74.4% |
| All | +55.5% | +427.9% | -372.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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