+244.7%
APLD vs ZTS
-53.5%
+298.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.8% | +6.1% |
| 7D | +3.1% | -1.0% | +4.1% | +3.6% |
| 30D | -29.4% | +10.8% | -40.2% | -32.8% |
| 3M | -42.8% | +14.1% | -56.8% | -46.9% |
| 6M | -59.5% | +0.8% | -60.2% | -60.7% |
| YTD | -31.8% | -33.1% | +1.3% | -17.6% |
| 1Y | -46.0% | -30.0% | -16.0% | -37.3% |
| 3Y | +252.0% | -49.5% | +301.5% | +389.4% |
| All | +244.7% | -53.5% | +298.2% | +423.1% |
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 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