-23.4%
ZTS vs AVTR
+1.1%
-24.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | -2.0% | -2.5% | -4.0% |
| 30D | -3.3% | +8.1% | -11.4% | -5.5% |
| 3M | -9.7% | +54.2% | -63.9% | -21.1% |
| 6M | -38.8% | +82.6% | -121.4% | -49.3% |
| YTD | -41.2% | +29.8% | -71.0% | -46.5% |
| 1Y | -50.3% | +18.0% | -68.3% | -54.4% |
| 3Y | -59.1% | -26.4% | -32.7% | -58.5% |
| 5Y | -62.8% | -64.8% | +2.1% | -52.9% |
| All | -23.4% | +1.1% | -24.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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