-62.3%
ZTS vs AZO
+85.8%
-148.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -3.7% | -3.6% | -0.2% | -2.7% |
| 30D | -0.8% | -5.6% | +4.8% | +0.9% |
| 3M | -9.7% | -6.6% | -3.1% | -8.2% |
| 6M | -38.4% | -22.5% | -15.9% | -33.9% |
| YTD | -41.1% | -15.2% | -25.9% | -38.7% |
| 1Y | -50.6% | -33.9% | -16.7% | -44.5% |
| 3Y | -59.1% | +11.8% | -70.9% | -61.9% |
| All | -62.3% | +85.8% | -148.1% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 5y: compounded portfolio wealth divided by compounded AZO 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…
5y analysis · Full analysis span regression · 6 months rolling