-62.8%
ZTS vs ATI
+1,021.8%
-1,084.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | -0.1% |
| 7D | -4.5% | -2.7% | -1.8% | -4.1% |
| 30D | -3.3% | -13.5% | +10.2% | -1.4% |
| 3M | -9.7% | +8.5% | -18.3% | -11.4% |
| 6M | -38.8% | +25.2% | -64.0% | -41.4% |
| YTD | -41.2% | +73.4% | -114.6% | -46.4% |
| 1Y | -50.3% | +160.5% | -210.8% | -57.6% |
| 3Y | -59.1% | +347.3% | -406.4% | -69.2% |
| 5Y | -62.8% | +1,049.0% | -1,111.7% | -74.0% |
| All | -62.8% | +1,021.8% | -1,084.5% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling