+391.7%
APP vs ZTS
-50.9%
+442.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.5% |
| 7D | +0.9% | -2.0% | +2.9% | +1.9% |
| 30D | -23.3% | +1.9% | -25.2% | -24.9% |
| 3M | -42.6% | -4.0% | -38.6% | -42.5% |
| 6M | -33.6% | -39.1% | +5.5% | -14.8% |
| YTD | -52.4% | -38.8% | -13.6% | -39.5% |
| 1Y | -35.9% | -49.6% | +13.7% | -7.0% |
| 3Y | +642.2% | -59.0% | +701.2% | +1,114.5% |
| 5Y | +311.1% | -61.8% | +372.8% | +611.1% |
| All | +391.7% | -50.9% | +442.6% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling