+1,314.2%
AAOI vs ZETA
+332.4%
+981.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -0.2% | -3.7% | +3.6% | +1.0% |
| 30D | -23.7% | +5.7% | -29.4% | -25.7% |
| 3M | -39.0% | +50.4% | -89.5% | -47.7% |
| 6M | -17.0% | +65.5% | -82.5% | -33.0% |
| YTD | +202.2% | +48.3% | +153.9% | +147.4% |
| 1Y | +292.4% | +45.4% | +247.0% | +224.5% |
| 3Y | +804.4% | +270.8% | +533.6% | +461.7% |
| All | +1,314.2% | +332.4% | +981.9% | +686.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling