+229.3%
APLD vs ZTS
-52.6%
+281.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.8% | -6.2% |
| 7D | +2.7% | +5.6% | -2.9% | +0.6% |
| 30D | -21.4% | +12.1% | -33.5% | -25.5% |
| 3M | -47.8% | +11.3% | -59.1% | -50.9% |
| 6M | -64.9% | +14.3% | -79.2% | -68.0% |
| YTD | -34.9% | -31.9% | -3.0% | -21.8% |
| 1Y | -30.7% | -29.3% | -1.5% | -19.6% |
| 3Y | +305.3% | -48.0% | +353.4% | +452.3% |
| All | +229.3% | -52.6% | +281.9% | +396.0% |
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