-60.2%
ZTS vs AME
+76.7%
-136.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.0% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | +10.8% | -4.2% | +14.9% | +12.2% |
| 3M | +14.1% | -5.9% | +20.0% | +16.1% |
| 6M | +0.8% | +2.8% | -2.1% | -2.1% |
| YTD | -33.1% | +16.6% | -49.7% | -38.4% |
| 1Y | -30.0% | +22.1% | -52.1% | -37.0% |
| 3Y | -49.5% | +64.7% | -114.2% | -63.1% |
| 5Y | -60.2% | +76.6% | -136.8% | -73.2% |
| All | -60.2% | +76.7% | -136.9% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling