+944.2%
APH vs ZTS
+78.1%
+866.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.4% | -7.4% | +7.8% | +3.5% |
| 30D | -8.0% | +9.9% | -17.9% | -11.9% |
| 3M | -5.0% | +10.3% | -15.3% | -9.5% |
| 6M | +29.9% | +9.2% | +20.7% | +23.0% |
| YTD | +18.0% | -32.9% | +50.9% | +35.5% |
| 1Y | +11.3% | -29.7% | +41.0% | +24.9% |
| 3Y | +274.9% | -49.0% | +323.9% | +368.6% |
| 5Y | +300.6% | -59.3% | +359.9% | +455.4% |
| 10Y | +944.2% | +78.9% | +865.3% | +632.8% |
| All | +944.2% | +78.1% | +866.1% | +632.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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