-28.3%
AKAM vs ZETA
+306.8%
-335.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.3% | -1.1% |
| 7D | +2.8% | +18.1% | -15.3% | +0.8% |
| 30D | -6.9% | +13.6% | -20.5% | -8.2% |
| 3M | -31.8% | +23.7% | -55.6% | -33.5% |
| 6M | -47.0% | +128.5% | -175.5% | -51.7% |
| YTD | -2.1% | +80.1% | -82.2% | -9.4% |
| 1Y | -3.7% | +98.0% | -101.7% | -11.9% |
| 3Y | -23.0% | +348.6% | -371.6% | -37.9% |
| 5Y | -23.4% | +286.6% | -310.0% | -40.2% |
| All | -28.3% | +306.8% | -335.1% | -43.4% |
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 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