+11.9%
ACN vs ZETA
+84.8%
-72.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.1% |
| 7D | +8.6% | -5.0% | +13.6% | +10.0% |
| 30D | +36.6% | -3.3% | +39.9% | +37.4% |
| 3M | +56.3% | +31.0% | +25.3% | +43.7% |
| 6M | +49.7% | +72.2% | -22.5% | +26.5% |
| YTD | +1.3% | +56.2% | -54.8% | -14.2% |
| 1Y | +11.9% | +90.3% | -78.4% | -7.7% |
| All | +11.9% | +84.8% | -72.8% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling