+8.8%
ABT vs ZETA
+247.9%
-239.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.3% |
| 7D | -3.7% | +2.7% | -6.3% | -3.8% |
| 30D | +2.5% | +15.8% | -13.3% | +1.9% |
| 3M | +20.2% | +35.4% | -15.2% | +18.7% |
| 6M | -2.9% | +67.1% | -70.0% | -5.1% |
| YTD | -11.9% | +54.1% | -66.0% | -13.8% |
| 1Y | -16.5% | +67.8% | -84.4% | -18.7% |
| 3Y | +12.1% | +311.4% | -299.3% | +0.1% |
| 5Y | -7.4% | +324.8% | -332.2% | -17.9% |
| All | +8.8% | +247.9% | -239.1% | -4.4% |
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 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