-57.4%
ACHR vs ZETA
+313.7%
-371.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.2% | -9.7% | -10.5% |
| 7D | +11.9% | +26.5% | -14.6% | +3.8% |
| 30D | -2.5% | +10.3% | -12.7% | -5.4% |
| 3M | -31.2% | +30.5% | -61.7% | -37.0% |
| 6M | -32.2% | +129.4% | -161.6% | -48.8% |
| YTD | -42.4% | +83.1% | -125.6% | -53.9% |
| 1Y | -49.9% | +82.1% | -132.0% | -59.9% |
| 3Y | -12.9% | +352.3% | -365.2% | -55.1% |
| 5Y | -24.6% | +293.1% | -317.7% | -63.5% |
| All | -57.4% | +313.7% | -371.0% | -79.3% |
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 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