-2.0%
ACN vs ZETA
+318.9%
-320.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.6% | -9.5% | -2.9% |
| 7D | -4.0% | +18.8% | -22.8% | -6.4% |
| 30D | +19.0% | +12.6% | +6.4% | +16.7% |
| 3M | +42.2% | +29.5% | +12.7% | +36.8% |
| 6M | +50.1% | +128.6% | -78.4% | +33.5% |
| YTD | -2.7% | +85.5% | -88.2% | -11.8% |
| 1Y | +7.6% | +90.6% | -83.0% | -2.9% |
| 3Y | -15.9% | +358.0% | -373.9% | -37.5% |
| 5Y | -24.4% | +282.0% | -306.4% | -45.4% |
| All | -2.0% | +318.9% | -320.9% | -30.4% |
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