-54.7%
ZTS vs AS
+133.7%
-188.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.3% | -5.7% | -7.6% |
| 7D | +4.9% | +7.1% | -2.2% | +3.9% |
| 30D | +15.9% | +12.8% | +3.1% | +13.9% |
| 3M | +11.1% | -14.7% | +25.9% | +13.5% |
| 6M | -26.0% | -9.9% | -16.1% | -25.1% |
| YTD | -33.3% | -16.1% | -17.1% | -32.0% |
| 1Y | -30.3% | +0.2% | -30.5% | -30.5% |
| All | -54.7% | +133.7% | -188.4% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling