+378.5%
APP vs ZTS
-52.4%
+430.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -1.2% |
| 7D | +0.1% | -4.8% | +4.9% | +2.6% |
| 30D | -10.0% | +1.2% | -11.3% | -10.9% |
| 3M | -44.6% | -6.0% | -38.6% | -43.9% |
| 6M | -37.9% | -38.7% | +0.9% | -21.0% |
| YTD | -53.7% | -40.6% | -13.1% | -40.2% |
| 1Y | -43.0% | -50.6% | +7.6% | -16.6% |
| 3Y | +640.8% | -58.7% | +699.5% | +1,081.0% |
| 5Y | +358.8% | -62.8% | +421.7% | +704.7% |
| All | +378.5% | -52.4% | +430.9% | +640.3% |
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