-56.2%
ZTS vs AS
+134.9%
-191.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | -0.4% | +6.9% | -7.3% | -1.3% |
| 30D | +11.7% | +16.0% | -4.3% | +9.3% |
| 3M | +3.5% | -12.8% | +16.3% | +5.3% |
| 6M | -27.6% | -15.4% | -12.2% | -26.1% |
| YTD | -35.5% | -15.7% | -19.7% | -34.3% |
| 1Y | -32.1% | +6.1% | -38.2% | -32.8% |
| All | -56.2% | +134.9% | -191.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling