+85.9%
ZTS vs APA
+7.0%
+78.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +1.0% | +9.6% | -8.6% | +0.2% |
| 30D | +12.4% | -0.2% | +12.6% | +12.3% |
| 3M | +13.6% | +19.8% | -6.3% | +11.4% |
| 6M | +9.3% | +30.1% | -20.7% | +6.1% |
| YTD | -32.6% | +100.4% | -133.0% | -37.4% |
| 1Y | -30.0% | +105.2% | -135.2% | -35.3% |
| 3Y | -48.7% | +44.6% | -93.3% | -51.9% |
| 5Y | -59.3% | +88.8% | -148.1% | -63.4% |
| All | +85.9% | +7.0% | +78.9% | +49.1% |
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