-43.8%
ACHR vs ZETA
+247.9%
-291.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.4% |
| 7D | -0.7% | +2.7% | -3.3% | -1.7% |
| 30D | +9.8% | +15.8% | -6.0% | +4.9% |
| 3M | -10.5% | +35.4% | -45.9% | -19.0% |
| 6M | -15.5% | +67.1% | -82.6% | -29.4% |
| YTD | -24.1% | +54.1% | -78.1% | -35.6% |
| 1Y | -32.4% | +67.8% | -100.3% | -44.6% |
| 3Y | -11.6% | +311.4% | -323.0% | -52.9% |
| 5Y | -42.9% | +324.8% | -367.7% | -70.8% |
| All | -43.8% | +247.9% | -291.7% | -71.1% |
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