-10.0%
AKAM vs ZETA
+239.2%
-249.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.3% |
| 7D | +0.6% | -6.5% | +7.1% | +1.3% |
| 30D | -8.2% | +4.8% | -13.0% | -8.7% |
| 3M | -17.6% | +53.3% | -70.9% | -21.6% |
| 6M | +2.5% | +66.8% | -64.3% | -3.7% |
| YTD | +22.8% | +50.2% | -27.4% | +16.0% |
| 1Y | +39.6% | +62.0% | -22.5% | +30.1% |
| 3Y | +2.3% | +276.4% | -274.0% | -15.9% |
| 5Y | -4.3% | +341.6% | -345.9% | -24.2% |
| All | -10.0% | +239.2% | -249.2% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling