+500.0%
APP vs ZTS
-48.3%
+548.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.7% |
| 3M | +16.5% | +3.5% | +13.1% | +11.7% |
| 6M | -16.6% | -27.6% | +11.1% | -6.0% |
| YTD | -41.9% | -35.5% | -6.5% | -29.6% |
| 1Y | -37.0% | -32.1% | -4.9% | -27.1% |
| 3Y | +892.4% | -49.1% | +941.5% | +1,194.1% |
| 5Y | +297.3% | -61.0% | +358.3% | +587.9% |
| All | +500.0% | -48.3% | +548.3% | +772.0% |
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 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