-28.4%
ACN vs ZETA
+247.9%
-276.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.8% |
| 7D | -1.5% | +2.7% | -4.2% | -1.9% |
| 30D | +9.4% | +15.8% | -6.4% | +7.1% |
| 3M | +5.6% | +35.4% | -29.8% | +1.0% |
| 6M | -9.3% | +67.1% | -76.4% | -15.8% |
| YTD | -29.0% | +54.1% | -83.0% | -33.7% |
| 1Y | -24.7% | +67.8% | -92.5% | -30.8% |
| 3Y | -39.8% | +311.4% | -351.2% | -54.6% |
| 5Y | -40.9% | +324.8% | -365.7% | -56.9% |
| All | -28.4% | +247.9% | -276.4% | -47.7% |
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 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