-35.9%
APP vs ZTS
-49.3%
+13.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.1% |
| 7D | +0.9% | -2.0% | +2.9% | +0.5% |
| 30D | -23.3% | +1.9% | -25.2% | -22.8% |
| 3M | -42.6% | -4.0% | -38.6% | -42.5% |
| 6M | -33.6% | -39.1% | +5.5% | -33.8% |
| YTD | -52.4% | -38.8% | -13.6% | -51.9% |
| 1Y | -35.9% | -49.6% | +13.7% | -33.6% |
| All | -35.9% | -49.3% | +13.5% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling