+162.1%
ZTS vs AR
-27.2%
+189.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -2.0% | +2.5% | -4.5% | -2.1% |
| 30D | +1.9% | +14.8% | -12.9% | +1.0% |
| 3M | -4.0% | +6.2% | -10.2% | -4.4% |
| 6M | -39.1% | +4.3% | -43.4% | -39.4% |
| YTD | -38.8% | +14.4% | -53.2% | -39.5% |
| 1Y | -49.6% | +21.3% | -70.9% | -50.4% |
| 3Y | -59.0% | +39.8% | -98.8% | -60.4% |
| 5Y | -61.8% | +142.1% | -203.8% | -64.8% |
| 10Y | +61.4% | +52.0% | +9.4% | +44.0% |
| All | +162.1% | -27.2% | +189.3% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling