+136.3%
ADI vs ZETA
+247.9%
-111.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +2.2% |
| 7D | +0.4% | +2.7% | -2.2% | 0.0% |
| 30D | -3.8% | +15.8% | -19.6% | -5.9% |
| 3M | -15.3% | +35.4% | -50.7% | -19.2% |
| 6M | +6.7% | +67.1% | -60.4% | -2.2% |
| YTD | +34.8% | +54.1% | -19.3% | +24.2% |
| 1Y | +49.0% | +67.8% | -18.8% | +34.6% |
| 3Y | +108.1% | +311.4% | -203.3% | +51.8% |
| 5Y | +142.4% | +324.8% | -182.4% | +71.2% |
| All | +136.3% | +247.9% | -111.6% | +74.3% |
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