+528.8%
APP vs ZTS
-46.4%
+575.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +3.2% |
| 7D | +79.2% | -1.0% | +80.2% | +77.5% |
| 30D | +48.0% | +10.8% | +37.2% | +38.0% |
| 3M | +18.2% | +14.1% | +4.2% | +8.3% |
| 6M | -12.5% | +0.8% | -13.3% | -16.2% |
| YTD | -39.2% | -33.1% | -6.1% | -27.3% |
| 1Y | -33.9% | -30.0% | -3.9% | -24.2% |
| 3Y | +933.3% | -49.5% | +982.8% | +1,295.1% |
| 5Y | +295.9% | -60.2% | +356.1% | +584.3% |
| All | +528.8% | -46.4% | +575.2% | +799.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling