+174.6%
ZTS vs AME
+531.0%
-356.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | +1.9% | -6.7% | +8.6% | +5.0% |
| 3M | -4.0% | +4.1% | -8.1% | -6.5% |
| 6M | -39.1% | +1.6% | -40.7% | -40.0% |
| YTD | -38.8% | +16.1% | -54.9% | -43.5% |
| 1Y | -49.6% | +27.3% | -76.9% | -55.5% |
| 3Y | -59.0% | +50.9% | -109.8% | -67.6% |
| 5Y | -61.8% | +81.4% | -143.1% | -72.8% |
| 10Y | +61.4% | +417.0% | -355.5% | -30.1% |
| All | +174.6% | +531.0% | -356.3% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling