+1,055.9%
APH vs ZTS
+60.9%
+995.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +5.0% | -2.0% | +6.9% | +5.8% |
| 30D | -3.9% | +1.9% | -5.8% | -5.1% |
| 3M | +13.0% | -4.0% | +17.0% | +13.7% |
| 6M | +25.2% | -39.1% | +64.3% | +50.5% |
| YTD | +22.9% | -38.8% | +61.7% | +47.2% |
| 1Y | +47.8% | -49.6% | +97.4% | +91.9% |
| 3Y | +283.0% | -59.0% | +342.0% | +432.1% |
| 5Y | +349.7% | -61.8% | +411.4% | +536.1% |
| All | +1,055.9% | +60.9% | +995.0% | +825.4% |
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