-50.6%
ZTS vs ACM
-47.1%
-3.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.8% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.2% | -12.9% | +14.2% | +3.9% |
| 3M | -6.0% | -6.4% | +0.4% | -5.4% |
| 6M | -38.7% | -29.2% | -9.5% | -34.4% |
| YTD | -40.6% | -29.9% | -10.7% | -36.3% |
| 1Y | -50.6% | -47.3% | -3.3% | -45.5% |
| All | -50.6% | -47.1% | -3.5% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling