+189.6%
ZTS vs ARWR
+2,897.9%
-2,708.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.4% |
| 7D | -0.4% | -2.9% | +2.5% | -0.1% |
| 30D | +11.7% | -5.4% | +17.1% | +12.2% |
| 3M | +3.5% | -32.2% | +35.7% | +6.6% |
| 6M | -27.6% | -26.5% | -1.1% | -26.2% |
| YTD | -35.5% | -12.4% | -23.1% | -35.4% |
| 1Y | -32.1% | +46.9% | -79.0% | -35.3% |
| 3Y | -49.1% | +116.0% | -165.0% | -54.8% |
| 5Y | -61.0% | -28.0% | -33.1% | -63.2% |
| 10Y | +74.4% | +923.9% | -849.6% | +29.7% |
| All | +189.6% | +2,897.9% | -2,708.4% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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