+490.7%
ZS vs APD
+126.8%
+363.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.4% | -2.2% |
| 7D | -13.4% | -0.2% | -13.2% | -13.3% |
| 30D | -16.6% | +11.0% | -27.6% | -19.7% |
| 3M | +10.3% | +1.3% | +9.0% | +9.7% |
| 6M | +28.1% | +6.4% | +21.8% | +24.8% |
| YTD | -13.3% | +28.9% | -42.3% | -22.4% |
| 1Y | -40.7% | +23.2% | -64.0% | -46.2% |
| 3Y | +11.4% | +26.3% | -15.0% | -2.1% |
| 5Y | -42.2% | +12.0% | -54.2% | -48.6% |
| All | +490.7% | +126.8% | +363.9% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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