-61.4%
ZTS vs APD
+27.6%
-89.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | -2.0% | -2.2% | +0.2% | -1.4% |
| 30D | +1.9% | +2.1% | -0.2% | +1.3% |
| 3M | -4.0% | +7.2% | -11.2% | -6.1% |
| 6M | -39.1% | +11.2% | -50.4% | -41.3% |
| YTD | -38.8% | +24.4% | -63.2% | -43.0% |
| 1Y | -49.6% | +6.7% | -56.2% | -50.9% |
| 3Y | -59.0% | +9.2% | -68.2% | -61.1% |
| All | -61.4% | +27.6% | -89.0% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling