+87.8%
ZTS vs ATI
+961.4%
-873.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.8% | +1.5% |
| 7D | +5.6% | +4.2% | +1.4% | +5.0% |
| 30D | +12.1% | -2.5% | +14.6% | +12.2% |
| 3M | +11.3% | -19.4% | +30.7% | +14.1% |
| 6M | +14.3% | +11.1% | +3.2% | +11.5% |
| YTD | -31.9% | +59.5% | -91.4% | -37.1% |
| 1Y | -29.3% | +85.8% | -115.0% | -36.1% |
| 3Y | -48.0% | +311.9% | -359.9% | -59.3% |
| 5Y | -58.9% | +963.2% | -1,022.1% | -72.2% |
| All | +87.8% | +961.4% | -873.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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