+22.1%
ALNY vs ZETA
+269.4%
-247.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -6.5% | -3.7% | -2.8% | -6.1% |
| 30D | +11.0% | +5.7% | +5.3% | +10.1% |
| 3M | -14.1% | +50.4% | -64.5% | -18.6% |
| 6M | -22.4% | +65.5% | -87.9% | -28.0% |
| YTD | -37.5% | +48.3% | -85.8% | -41.5% |
| 1Y | -46.9% | +45.4% | -92.3% | -50.6% |
| 3Y | +22.1% | +270.8% | -248.7% | -14.9% |
| All | +22.1% | +269.4% | -247.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling