+58.8%
ZTS vs APA
-1.1%
+59.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.6% |
| 7D | -3.8% | +0.3% | -4.1% | -3.8% |
| 30D | -2.0% | +9.3% | -11.3% | -2.9% |
| 3M | -10.2% | +23.3% | -33.5% | -12.1% |
| 6M | -39.4% | +39.5% | -78.9% | -41.6% |
| YTD | -40.8% | +87.6% | -128.4% | -44.6% |
| 1Y | -50.1% | +114.2% | -164.4% | -54.1% |
| 3Y | -58.9% | +13.6% | -72.5% | -60.5% |
| 5Y | -62.4% | +175.6% | -238.0% | -67.4% |
| 10Y | +58.8% | -2.6% | +61.5% | +30.8% |
| All | +58.8% | -1.1% | +59.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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