+77.0%
ZTS vs AVAV
+423.1%
-346.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +2.5% |
| 7D | -1.0% | +3.2% | -4.2% | -1.5% |
| 30D | +10.8% | -7.4% | +18.2% | +11.2% |
| 3M | +14.1% | -32.0% | +46.1% | +17.6% |
| 6M | +0.8% | -24.6% | +25.3% | +1.8% |
| YTD | -33.1% | -47.5% | +14.4% | -30.8% |
| 1Y | -30.0% | -61.5% | +31.5% | -25.4% |
| 3Y | -49.5% | +5.5% | -55.0% | -54.3% |
| 5Y | -60.2% | +35.7% | -96.0% | -66.3% |
| 10Y | +77.0% | +379.1% | -302.1% | +31.1% |
| All | +77.0% | +423.1% | -346.1% | +31.1% |
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