-12.2%
ZTS vs AVTR
+6.1%
-18.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.0% | +3.2% | -2.1% | +0.1% |
| 30D | +12.4% | +0.5% | +12.0% | +12.2% |
| 3M | +13.6% | +12.1% | +1.4% | +9.6% |
| 6M | +9.3% | +91.2% | -81.9% | -10.6% |
| YTD | -32.6% | +36.3% | -68.9% | -39.6% |
| 1Y | -30.0% | +35.2% | -65.3% | -37.3% |
| 3Y | -48.7% | -15.8% | -32.9% | -50.1% |
| 5Y | -59.3% | -58.9% | -0.4% | -50.9% |
| All | -12.2% | +6.1% | -18.4% | -21.0% |
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