-11.3%
ZTS vs AVTR
+5.6%
-16.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.6% | +0.5% | +5.1% | +5.4% |
| 30D | +12.1% | -1.0% | +13.1% | +12.3% |
| 3M | +11.3% | +12.2% | -0.9% | +7.4% |
| 6M | +14.3% | +97.5% | -83.2% | -7.5% |
| YTD | -31.9% | +35.6% | -67.5% | -38.9% |
| 1Y | -29.3% | +32.8% | -62.1% | -36.2% |
| 3Y | -48.0% | -16.5% | -31.6% | -49.4% |
| 5Y | -58.9% | -59.1% | +0.3% | -50.3% |
| All | -11.3% | +5.6% | -16.9% | -20.1% |
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