+78.9%
ZTS vs AME
+437.3%
-358.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.1% |
| 7D | -7.4% | +1.1% | -8.5% | -7.9% |
| 30D | +9.9% | -4.1% | +14.0% | +11.5% |
| 3M | +10.3% | -6.3% | +16.7% | +12.9% |
| 6M | +9.2% | +3.5% | +5.6% | +5.6% |
| YTD | -32.9% | +17.3% | -50.2% | -39.0% |
| 1Y | -29.7% | +22.0% | -51.7% | -37.4% |
| 3Y | -49.0% | +62.0% | -111.0% | -62.1% |
| 5Y | -59.3% | +78.5% | -137.8% | -71.7% |
| 10Y | +78.9% | +441.6% | -362.7% | -20.6% |
| All | +78.9% | +437.3% | -358.4% | -20.6% |
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