-61.4%
ZTS vs ACM
+5.0%
-66.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -2.0% | -3.7% | +1.8% | -0.7% |
| 30D | +1.9% | -11.1% | +13.0% | +5.7% |
| 3M | -4.0% | -8.0% | +4.0% | -1.9% |
| 6M | -39.1% | -29.7% | -9.5% | -31.3% |
| YTD | -38.8% | -29.4% | -9.4% | -31.5% |
| 1Y | -49.6% | -46.4% | -3.1% | -37.5% |
| 3Y | -59.0% | -22.3% | -36.6% | -57.8% |
| All | -61.4% | +5.0% | -66.4% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling