-54.4%
ZTS vs AS
+131.9%
-186.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.5% |
| 7D | -7.4% | -3.0% | -4.4% | -7.0% |
| 30D | +9.9% | +9.6% | +0.3% | +8.4% |
| 3M | +10.3% | -8.2% | +18.5% | +11.6% |
| 6M | +9.2% | -9.9% | +19.1% | +10.5% |
| YTD | -32.9% | -16.8% | -16.1% | -31.5% |
| 1Y | -29.7% | +3.0% | -32.7% | -30.1% |
| All | -54.4% | +131.9% | -186.4% | -59.7% |
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