+160.5%
AAPL vs ZETA
+247.9%
-87.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -2.0% |
| 7D | +0.1% | +2.7% | -2.6% | -0.3% |
| 30D | +3.0% | +15.8% | -12.8% | +1.0% |
| 3M | +2.9% | +35.4% | -32.5% | -1.4% |
| 6M | +22.1% | +67.1% | -45.0% | +13.3% |
| YTD | +18.0% | +54.1% | -36.0% | +9.9% |
| 1Y | +33.9% | +67.8% | -33.9% | +22.3% |
| 3Y | +71.2% | +311.4% | -240.2% | +28.7% |
| 5Y | +112.6% | +324.8% | -212.2% | +55.5% |
| All | +160.5% | +247.9% | -87.4% | +93.0% |
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