+56.2%
ZTS vs ACM
+128.0%
-71.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.2% | -12.9% | +14.2% | +5.3% |
| 3M | -6.0% | -6.4% | +0.4% | -4.7% |
| 6M | -38.7% | -29.2% | -9.5% | -32.1% |
| YTD | -40.6% | -29.9% | -10.7% | -34.3% |
| 1Y | -50.6% | -47.3% | -3.3% | -40.4% |
| 3Y | -58.7% | -19.6% | -39.1% | -57.2% |
| 5Y | -62.8% | +5.5% | -68.3% | -64.8% |
| 10Y | +56.2% | +129.7% | -73.5% | +16.6% |
| All | +56.2% | +128.0% | -71.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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