+1,096.9%
AAOI vs ZETA
+239.2%
+857.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | +2.9% | -6.5% | +9.4% | +5.0% |
| 30D | -23.1% | +4.8% | -27.9% | -24.8% |
| 3M | -41.0% | +53.3% | -94.4% | -49.6% |
| 6M | -14.3% | +66.8% | -81.1% | -30.5% |
| YTD | +196.3% | +50.2% | +146.1% | +142.8% |
| 1Y | +272.6% | +62.0% | +210.6% | +197.1% |
| 3Y | +775.3% | +276.4% | +499.0% | +449.6% |
| 5Y | +1,290.2% | +341.6% | +948.6% | +682.8% |
| All | +1,096.9% | +239.2% | +857.7% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling