+189.6%
ZTS vs APD
+421.3%
-231.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | -0.4% | -3.7% | +3.3% | +1.2% |
| 30D | +11.7% | +9.6% | +2.1% | +7.9% |
| 3M | +3.5% | +1.6% | +1.8% | +2.9% |
| 6M | -27.6% | +2.2% | -29.8% | -28.4% |
| YTD | -35.5% | +25.9% | -61.3% | -41.6% |
| 1Y | -32.1% | +20.1% | -52.2% | -37.6% |
| 3Y | -49.1% | +12.4% | -61.5% | -53.3% |
| 5Y | -61.0% | +11.1% | -72.2% | -64.8% |
| 10Y | +74.4% | +190.1% | -115.8% | -0.6% |
| All | +189.6% | +421.3% | -231.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling