-18.3%
ABT vs ZETA
+61.8%
-80.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -5.0% | -6.5% | +1.5% | -4.9% |
| 30D | -5.8% | +4.8% | -10.6% | -5.9% |
| 3M | +16.7% | +53.3% | -36.6% | +15.3% |
| 6M | -5.2% | +66.8% | -72.1% | -7.0% |
| YTD | -16.0% | +50.2% | -66.1% | -17.6% |
| 1Y | -18.3% | +62.0% | -80.3% | -19.9% |
| All | -18.3% | +61.8% | -80.0% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling