+200.2%
ZTS vs ATI
+530.3%
-330.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +3.0% |
| 7D | -1.0% | +6.0% | -7.0% | -1.8% |
| 30D | +10.8% | -3.6% | +14.4% | +11.1% |
| 3M | +14.1% | -18.9% | +32.9% | +16.6% |
| 6M | +0.8% | +16.7% | -16.0% | -2.1% |
| YTD | -33.1% | +61.1% | -94.2% | -37.8% |
| 1Y | -30.0% | +89.3% | -119.3% | -36.2% |
| 3Y | -49.5% | +333.3% | -382.8% | -59.6% |
| 5Y | -60.2% | +954.5% | -1,014.7% | -71.9% |
| 10Y | +77.0% | +1,067.0% | -989.9% | +12.8% |
| All | +200.2% | +530.3% | -330.1% | +96.2% |
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