-55.4%
APP vs ZTS
-26.9%
-28.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.5% | +3.2% | +11.7% |
| 7D | +4.5% | +15.4% | -10.9% | +7.1% |
| 30D | -3.6% | +25.8% | -29.4% | +0.5% |
| 3M | -35.3% | +18.1% | -53.4% | -33.2% |
| 6M | -42.8% | -19.7% | -23.0% | -43.3% |
| YTD | -59.7% | -27.5% | -32.2% | -58.8% |
| 1Y | -55.4% | -26.7% | -28.6% | -53.5% |
| All | -55.4% | -26.9% | -28.4% | -53.5% |
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 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