+201.1%
ZTS vs APD
+442.5%
-241.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -7.4% | -1.2% | -6.3% | -6.9% |
| 30D | +9.9% | +11.0% | -1.1% | +5.6% |
| 3M | +10.3% | +2.6% | +7.8% | +9.4% |
| 6M | +9.2% | +4.8% | +4.3% | +6.9% |
| YTD | -32.9% | +31.0% | -63.9% | -40.2% |
| 1Y | -29.7% | +23.4% | -53.1% | -36.0% |
| 3Y | -49.0% | +28.4% | -77.3% | -55.5% |
| 5Y | -59.3% | +15.2% | -74.5% | -63.7% |
| 10Y | +78.9% | +190.7% | -111.7% | +1.9% |
| All | +201.1% | +442.5% | -241.3% | +36.0% |
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