-48.0%
ZTS vs ACM
-9.1%
-38.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +0.9% |
| 7D | +5.6% | +5.6% | -0.1% | +3.8% |
| 30D | +12.1% | +20.8% | -8.7% | +6.2% |
| 3M | +11.3% | +11.4% | -0.1% | +7.7% |
| 6M | +14.3% | +0.9% | +13.4% | +12.9% |
| YTD | -31.9% | -24.8% | -7.1% | -27.0% |
| 1Y | -29.3% | -46.4% | +17.2% | -16.2% |
| 3Y | -48.0% | -9.2% | -38.8% | -50.5% |
| All | -48.0% | -9.1% | -38.9% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling