+77.0%
ZTS vs ACM
+147.1%
-70.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +2.0% |
| 7D | -1.0% | +6.9% | -7.9% | -3.1% |
| 30D | +10.8% | +19.1% | -8.3% | +4.8% |
| 3M | +14.1% | -6.9% | +21.0% | +16.2% |
| 6M | +0.8% | -12.0% | +12.8% | +3.9% |
| YTD | -33.1% | -25.1% | -8.0% | -27.5% |
| 1Y | -30.0% | -45.4% | +15.4% | -16.1% |
| 3Y | -49.5% | -6.9% | -42.6% | -50.1% |
| 5Y | -60.2% | +3.7% | -64.0% | -62.3% |
| 10Y | +77.0% | +135.8% | -58.7% | +30.8% |
| All | +77.0% | +147.1% | -70.1% | +30.8% |
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