-58.7%
ZTS vs AR
+99.4%
-158.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +5.6% | +7.4% | -1.8% | +5.0% |
| 30D | +12.1% | +5.8% | +6.3% | +11.4% |
| 3M | +11.3% | +5.2% | +6.1% | +10.6% |
| 6M | +14.3% | +5.4% | +8.9% | +13.4% |
| YTD | -31.9% | +12.4% | -44.3% | -33.0% |
| 1Y | -29.3% | +12.8% | -42.1% | -30.6% |
| 3Y | -48.0% | +47.2% | -95.2% | -51.1% |
| All | -58.7% | +99.4% | -158.1% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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