+330.2%
APLD vs ZTS
-48.5%
+378.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.8% | -5.4% |
| 7D | +19.6% | +1.0% | +18.6% | +19.5% |
| 30D | -24.5% | +12.4% | -36.9% | -24.8% |
| 3M | -45.6% | +13.6% | -59.2% | -46.0% |
| 6M | -61.4% | +9.3% | -70.7% | -61.6% |
| YTD | -30.9% | -32.6% | +1.7% | -23.1% |
| 1Y | -35.8% | -30.0% | -5.8% | -29.4% |
| All | +330.2% | -48.5% | +378.7% | +421.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling