+282.2%
APH vs ZTS
-61.3%
+343.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.3% | +7.4% | +5.0% |
| 7D | -5.9% | -0.4% | -5.5% | -5.9% |
| 30D | -14.8% | +11.7% | -26.5% | -17.7% |
| 3M | -12.4% | +3.5% | -15.9% | -13.8% |
| 6M | +8.1% | -27.6% | +35.7% | +17.4% |
| YTD | +10.9% | -35.5% | +46.4% | +25.1% |
| 1Y | +8.8% | -32.1% | +40.9% | +20.2% |
| 3Y | +262.1% | -49.1% | +311.1% | +326.3% |
| All | +282.2% | -61.3% | +343.4% | +408.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling