+174.6%
ZTS vs APA
-31.2%
+205.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | +1.9% | +23.4% | -21.5% | -0.3% |
| 3M | -4.0% | +12.7% | -16.7% | -5.4% |
| 6M | -39.1% | +39.4% | -78.6% | -41.5% |
| YTD | -38.8% | +79.0% | -117.8% | -42.7% |
| 1Y | -49.6% | +88.8% | -138.4% | -53.2% |
| 3Y | -59.0% | +6.4% | -65.3% | -60.4% |
| 5Y | -61.8% | +153.0% | -214.7% | -67.0% |
| 10Y | +61.4% | +7.5% | +53.9% | +32.1% |
| All | +174.6% | -31.2% | +205.9% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling