-2.3%
AKAM vs ZETA
+341.5%
-343.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.0% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | -5.9% | +10.5% | -16.3% | -7.0% |
| 3M | -19.6% | +44.3% | -63.9% | -23.2% |
| 6M | +8.5% | +59.4% | -51.0% | +2.1% |
| YTD | +26.9% | +49.5% | -22.5% | +19.7% |
| 1Y | +41.7% | +62.7% | -21.0% | +31.6% |
| 3Y | +5.8% | +274.6% | -268.8% | -14.3% |
| 5Y | -2.3% | +349.3% | -351.7% | -25.0% |
| All | -2.3% | +341.5% | -343.8% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling