+9.3%
ABT vs ZETA
+272.3%
-263.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -4.7% | -0.1% | -4.7% | -4.7% |
| 30D | -3.1% | +10.5% | -13.6% | -3.2% |
| 3M | +16.1% | +44.3% | -28.2% | +15.6% |
| 6M | -5.3% | +59.4% | -64.8% | -6.0% |
| YTD | -14.4% | +49.5% | -63.9% | -15.1% |
| 1Y | -18.4% | +62.7% | -81.1% | -19.1% |
| All | +9.3% | +272.3% | -263.0% | +0.3% |
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