+33.9%
ALNY vs ZETA
+332.4%
-298.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -6.5% | -3.7% | -2.8% | -5.9% |
| 30D | +11.0% | +5.7% | +5.3% | +9.7% |
| 3M | -14.1% | +50.4% | -64.5% | -20.4% |
| 6M | -22.4% | +65.5% | -87.9% | -30.2% |
| YTD | -37.5% | +48.3% | -85.8% | -43.1% |
| 1Y | -46.9% | +45.4% | -92.3% | -52.1% |
| 3Y | +22.1% | +270.8% | -248.7% | -20.9% |
| All | +33.9% | +332.4% | -298.5% | -25.3% |
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