+292.6%
APP vs ZTS
-61.3%
+353.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.3% | +13.2% | +11.3% |
| 7D | +71.2% | -0.4% | +71.6% | +68.6% |
| 30D | +39.1% | +11.7% | +27.4% | +29.0% |
| 3M | +16.5% | +3.5% | +13.1% | +11.8% |
| 6M | -16.6% | -27.6% | +11.1% | -6.2% |
| YTD | -41.9% | -35.5% | -6.5% | -29.7% |
| 1Y | -37.0% | -32.1% | -4.9% | -27.2% |
| 3Y | +892.4% | -49.1% | +941.5% | +1,186.3% |
| All | +292.6% | -61.3% | +353.9% | +555.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling