-54.6%
ZTS vs AS
+142.2%
-196.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +3.2% |
| 7D | -1.0% | +5.8% | -6.9% | -1.8% |
| 30D | +10.8% | +15.4% | -4.6% | +8.5% |
| 3M | +14.1% | -11.9% | +26.0% | +15.9% |
| 6M | +0.8% | -9.9% | +10.7% | +1.9% |
| YTD | -33.1% | -13.1% | -20.0% | -32.2% |
| 1Y | -30.0% | +9.9% | -39.9% | -31.1% |
| All | -54.6% | +142.2% | -196.8% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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