+85.9%
ZTS vs ACM
+131.3%
-45.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.0% | +5.1% | -4.0% | -0.7% |
| 30D | +12.4% | +18.7% | -6.3% | +6.2% |
| 3M | +13.6% | +15.5% | -1.9% | +8.1% |
| 6M | +9.3% | +1.2% | +8.1% | +7.9% |
| YTD | -32.6% | -25.2% | -7.3% | -26.6% |
| 1Y | -30.0% | -46.3% | +16.3% | -15.1% |
| 3Y | -48.7% | -9.6% | -39.2% | -48.9% |
| 5Y | -59.3% | +4.4% | -63.7% | -61.7% |
| All | +85.9% | +131.3% | -45.5% | +30.1% |
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