+176.3%
ZTS vs AR
-33.4%
+209.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -0.4% | -14.3% | +13.9% | +0.5% |
| 30D | +11.7% | +1.4% | +10.3% | +11.5% |
| 3M | +3.5% | +3.4% | +0.1% | +3.1% |
| 6M | -27.6% | -2.1% | -25.6% | -27.7% |
| YTD | -35.5% | +4.7% | -40.2% | -36.0% |
| 1Y | -32.1% | +10.6% | -42.7% | -32.9% |
| 3Y | -49.1% | +24.6% | -73.7% | -50.6% |
| 5Y | -61.0% | +71.9% | -132.9% | -63.4% |
| 10Y | +74.4% | +46.4% | +28.0% | +55.7% |
| All | +176.3% | -33.4% | +209.7% | +152.5% |
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