+76.7%
ZTS vs APD
+185.9%
-109.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.8% |
| 7D | -1.0% | -1.6% | +0.5% | -0.3% |
| 30D | +10.8% | +10.6% | +0.2% | +6.6% |
| 3M | +14.1% | +2.5% | +11.5% | +13.1% |
| 6M | +0.8% | +6.0% | -5.2% | -2.0% |
| YTD | -33.1% | +28.4% | -61.5% | -40.0% |
| 1Y | -30.0% | +22.2% | -52.1% | -36.1% |
| 3Y | -49.5% | +26.6% | -76.1% | -55.9% |
| 5Y | -60.2% | +11.8% | -72.0% | -64.2% |
| All | +76.7% | +185.9% | -109.2% | -6.9% |
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