-11.6%
AKAM vs ZETA
+247.9%
-259.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.8% |
| 7D | -2.1% | +2.7% | -4.7% | -2.4% |
| 30D | -13.9% | +15.8% | -29.8% | -15.4% |
| 3M | -33.8% | +35.4% | -69.2% | -36.2% |
| 6M | +2.2% | +67.1% | -64.9% | -4.1% |
| YTD | +20.6% | +54.1% | -33.5% | +13.7% |
| 1Y | +36.3% | +67.8% | -31.5% | +26.6% |
| 3Y | -0.1% | +311.4% | -311.5% | -18.6% |
| 5Y | -7.5% | +324.8% | -332.3% | -27.0% |
| All | -11.6% | +247.9% | -259.6% | -29.1% |
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