+520.8%
APP vs ZTS
-46.2%
+567.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +48.9% | -7.4% | +56.4% | +52.4% |
| 30D | +49.4% | +9.9% | +39.5% | +40.0% |
| 3M | +27.0% | +10.3% | +16.7% | +18.5% |
| 6M | -15.4% | +9.2% | -24.6% | -22.5% |
| YTD | -39.9% | -32.9% | -7.0% | -28.3% |
| 1Y | -32.0% | -29.7% | -2.3% | -22.2% |
| 3Y | +824.3% | -49.0% | +873.3% | +1,136.8% |
| 5Y | +252.4% | -59.3% | +311.7% | +496.2% |
| All | +520.8% | -46.2% | +567.0% | +787.0% |
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