+166.5%
ZTS vs AU
+362.9%
-196.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.8% | -2.9% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +1.2% | +12.8% | -11.5% | +0.8% |
| 3M | -6.0% | +28.5% | -34.5% | -6.9% |
| 6M | -38.7% | +4.8% | -43.6% | -39.0% |
| YTD | -40.6% | +31.0% | -71.6% | -41.4% |
| 1Y | -50.6% | +81.4% | -132.0% | -51.8% |
| 3Y | -58.7% | +618.4% | -677.2% | -61.9% |
| 5Y | -62.8% | +686.3% | -749.1% | -65.9% |
| 10Y | +56.2% | +664.5% | -608.3% | +45.0% |
| All | +166.5% | +362.9% | -196.5% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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