+443.7%
APLD vs ZTS
-57.5%
+501.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +4.1% | -2.0% | +6.0% | +5.0% |
| 30D | -11.7% | +1.9% | -13.6% | -13.4% |
| 3M | -40.3% | -4.0% | -36.3% | -40.1% |
| 6M | -8.0% | -39.1% | +31.2% | +17.9% |
| YTD | +7.5% | -38.8% | +46.3% | +36.2% |
| 1Y | +84.0% | -49.6% | +133.6% | +162.1% |
| 3Y | +356.2% | -59.0% | +415.2% | +662.4% |
| All | +443.7% | -57.5% | +501.2% | +764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling