-5.1%
ABT vs ZETA
+271.1%
-276.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.6% | -8.7% | -1.3% |
| 7D | -5.4% | +18.8% | -24.1% | -6.0% |
| 30D | +8.0% | +12.6% | -4.6% | +7.5% |
| 3M | +0.2% | +29.5% | -29.2% | -0.9% |
| 6M | +34.1% | +128.6% | -94.4% | +29.4% |
| YTD | -10.6% | +85.5% | -96.1% | -13.3% |
| 1Y | -11.8% | +90.6% | -102.4% | -14.7% |
| 3Y | +23.9% | +358.0% | -334.1% | +8.1% |
| 5Y | -5.1% | +282.0% | -287.1% | -19.4% |
| All | -5.1% | +271.1% | -276.2% | -19.4% |
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