-54.6%
ZTS vs AUR
-35.0%
-19.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -3.8% | +11.1% | -14.9% | -4.2% |
| 30D | -2.0% | -6.9% | +4.8% | -1.8% |
| 3M | -10.2% | +5.5% | -15.7% | -10.7% |
| 6M | -39.4% | +41.0% | -80.4% | -40.9% |
| YTD | -40.8% | +69.3% | -110.1% | -42.9% |
| 1Y | -50.1% | +14.0% | -64.2% | -51.0% |
| 3Y | -58.9% | +90.1% | -148.9% | -63.0% |
| 5Y | -62.4% | -34.4% | -27.9% | -65.9% |
| All | -54.6% | -35.0% | -19.6% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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