+78.9%
ZTS vs AVAV
+360.4%
-281.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -7.4% | +9.9% | -17.3% | -8.3% |
| 30D | +9.9% | -5.4% | +15.3% | +10.1% |
| 3M | +10.3% | -36.5% | +46.9% | +14.5% |
| 6M | +9.2% | -25.3% | +34.4% | +10.4% |
| YTD | -32.9% | -48.6% | +15.7% | -30.5% |
| 1Y | -29.7% | -62.1% | +32.4% | -25.0% |
| 3Y | -49.0% | +2.3% | -51.3% | -53.6% |
| 5Y | -59.3% | +35.4% | -94.7% | -65.5% |
| 10Y | +78.9% | +345.1% | -266.1% | +30.8% |
| All | +78.9% | +360.4% | -281.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling