+804.4%
AAOI vs ZETA
+269.4%
+535.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | -0.2% | -3.7% | +3.6% | +1.4% |
| 30D | -23.7% | +5.7% | -29.4% | -26.3% |
| 3M | -39.0% | +50.4% | -89.5% | -50.3% |
| 6M | -17.0% | +65.5% | -82.5% | -37.6% |
| YTD | +202.2% | +48.3% | +153.9% | +130.8% |
| 1Y | +292.4% | +45.4% | +247.0% | +202.7% |
| 3Y | +804.4% | +270.8% | +533.6% | +227.1% |
| All | +804.4% | +269.4% | +535.0% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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