+174.6%
ZTS vs ATI
+618.3%
-443.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.0% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +1.9% | +2.7% | -0.8% | +1.4% |
| 3M | -4.0% | +16.3% | -20.3% | -6.2% |
| 6M | -39.1% | +30.2% | -69.3% | -41.6% |
| YTD | -38.8% | +83.6% | -122.4% | -43.8% |
| 1Y | -49.6% | +173.0% | -222.6% | -56.1% |
| 3Y | -59.0% | +356.6% | -415.6% | -67.3% |
| 5Y | -61.8% | +1,074.2% | -1,135.9% | -73.3% |
| 10Y | +61.4% | +1,136.2% | -1,074.8% | +1.9% |
| All | +174.6% | +618.3% | -443.6% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling