-49.2%
ZTS vs BAM
+78.0%
-127.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -2.0% | -2.0% | 0.0% | -1.5% |
| 30D | +1.9% | -2.9% | +4.8% | +2.7% |
| 3M | -4.0% | +9.4% | -13.4% | -6.1% |
| 6M | -39.1% | +10.8% | -49.9% | -40.8% |
| YTD | -38.8% | -0.4% | -38.4% | -39.1% |
| 1Y | -49.6% | -10.9% | -38.7% | -48.7% |
| 3Y | -59.0% | +61.3% | -120.2% | -65.8% |
| All | -49.2% | +78.0% | -127.2% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 all: compounded portfolio wealth divided by compounded BAM 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…
all analysis · Full analysis span regression · 6 months rolling