+77.0%
ZTS vs APA
+0.4%
+76.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -0.6% | -5.5% | +4.9% | -0.2% |
| 30D | +11.0% | -1.2% | +12.1% | +10.9% |
| 3M | +10.9% | +10.6% | +0.4% | +9.6% |
| 6M | +0.9% | +28.4% | -27.5% | -1.9% |
| YTD | -33.0% | +89.7% | -122.7% | -37.5% |
| 1Y | -29.6% | +90.6% | -120.2% | -34.4% |
| 3Y | -49.0% | +36.9% | -85.9% | -52.0% |
| 5Y | -59.5% | +83.2% | -142.7% | -63.5% |
| 10Y | +77.0% | -0.1% | +77.1% | +41.8% |
| All | +77.0% | +0.4% | +76.7% | +41.8% |
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