+174.6%
ZTS vs ACM
+174.7%
-0.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -2.0% | -3.7% | +1.8% | -0.9% |
| 30D | +1.9% | -11.1% | +13.0% | +5.0% |
| 3M | -4.0% | -8.0% | +4.0% | -2.3% |
| 6M | -39.1% | -29.7% | -9.5% | -33.1% |
| YTD | -38.8% | -29.4% | -9.4% | -33.1% |
| 1Y | -49.6% | -46.4% | -3.1% | -40.6% |
| 3Y | -59.0% | -22.3% | -36.6% | -57.1% |
| 5Y | -61.8% | +4.5% | -66.2% | -63.3% |
| 10Y | +61.4% | +127.6% | -66.2% | +20.7% |
| All | +174.6% | +174.7% | -0.1% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling