+229.3%
APLD vs ZS
-14.5%
+243.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.6% |
| 7D | +2.7% | -2.6% | +5.3% | +3.8% |
| 30D | -21.4% | -12.8% | -8.6% | -16.5% |
| 3M | -47.8% | +2.3% | -50.1% | -49.4% |
| 6M | -64.9% | +26.3% | -91.2% | -72.0% |
| YTD | -34.9% | -14.4% | -20.4% | -37.8% |
| 1Y | -30.7% | -37.6% | +6.9% | -20.0% |
| 3Y | +305.3% | +8.0% | +297.3% | +230.7% |
| All | +229.3% | -14.5% | +243.8% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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