+640.8%
APP vs ZTS
-59.1%
+699.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.4% |
| 7D | +0.1% | -4.8% | +4.9% | +0.6% |
| 30D | -10.0% | +1.2% | -11.3% | -10.2% |
| 3M | -44.6% | -6.0% | -38.6% | -44.4% |
| 6M | -37.9% | -38.7% | +0.9% | -32.1% |
| YTD | -53.7% | -40.6% | -13.1% | -48.9% |
| 1Y | -43.0% | -50.6% | +7.6% | -33.1% |
| 3Y | +640.8% | -58.7% | +699.5% | +785.7% |
| All | +640.8% | -59.1% | +699.8% | +785.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling