+87.8%
ZTS vs AME
+444.5%
-356.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +5.6% | +5.9% | -0.3% | +2.7% |
| 30D | +12.1% | -1.9% | +14.0% | +12.6% |
| 3M | +11.3% | -5.4% | +16.6% | +13.4% |
| 6M | +14.3% | +4.9% | +9.4% | +9.8% |
| YTD | -31.9% | +18.5% | -50.3% | -38.4% |
| 1Y | -29.3% | +25.5% | -54.7% | -37.9% |
| 3Y | -48.0% | +63.0% | -111.1% | -61.6% |
| 5Y | -58.9% | +78.3% | -137.2% | -71.4% |
| All | +87.8% | +444.5% | -356.7% | -18.3% |
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