-43.8%
ACHR vs ZETA
+341.5%
-385.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.3% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -12.1% | +10.5% | -22.6% | -15.0% |
| 3M | +3.4% | +44.3% | -40.9% | -8.9% |
| 6M | -15.6% | +59.4% | -75.1% | -28.9% |
| YTD | -26.9% | +49.5% | -76.3% | -37.7% |
| 1Y | -34.8% | +62.7% | -97.4% | -46.4% |
| 3Y | -19.2% | +274.6% | -293.9% | -57.4% |
| 5Y | -43.8% | +349.3% | -393.1% | -73.2% |
| All | -43.8% | +341.5% | -385.3% | -73.2% |
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