-9.4%
ABT vs ZETA
+341.5%
-350.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -4.7% | -0.1% | -4.7% | -4.8% |
| 30D | -3.1% | +10.5% | -13.6% | -3.5% |
| 3M | +16.1% | +44.3% | -28.2% | +14.3% |
| 6M | -5.3% | +59.4% | -64.8% | -7.4% |
| YTD | -14.4% | +49.5% | -63.9% | -16.3% |
| 1Y | -18.4% | +62.7% | -81.1% | -20.6% |
| 3Y | +11.2% | +274.6% | -263.4% | -1.4% |
| 5Y | -9.4% | +349.3% | -358.7% | -21.6% |
| All | -9.4% | +341.5% | -350.9% | -21.6% |
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