-58.7%
ZTS vs AME
+55.3%
-114.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.8% | +2.8% | -7.6% | -5.5% |
| 30D | +1.2% | -6.3% | +7.5% | +2.9% |
| 3M | -6.0% | +5.4% | -11.4% | -8.1% |
| 6M | -38.7% | +7.4% | -46.2% | -40.2% |
| YTD | -40.6% | +16.2% | -56.8% | -43.1% |
| 1Y | -50.6% | +26.8% | -77.4% | -53.7% |
| 3Y | -58.7% | +57.5% | -116.3% | -65.8% |
| All | -58.7% | +55.3% | -114.0% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling