+55.7%
ZTS vs AMP
+589.3%
-533.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -0.8% | -1.3% | +0.5% | -0.3% |
| 3M | -9.7% | +24.2% | -33.9% | -16.3% |
| 6M | -38.4% | +24.6% | -63.0% | -42.8% |
| YTD | -41.1% | +14.8% | -55.9% | -44.0% |
| 1Y | -50.6% | +12.8% | -63.4% | -52.9% |
| 3Y | -59.1% | +69.0% | -128.1% | -66.8% |
| 5Y | -62.7% | +124.9% | -187.6% | -73.1% |
| All | +55.7% | +589.3% | -533.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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