+59.3%
ALNY vs ZETA
+241.7%
-182.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | +5.7% | -2.4% | +8.1% | +6.0% |
| 30D | +18.7% | +15.6% | +3.1% | +15.5% |
| 3M | -11.0% | +41.5% | -52.5% | -16.5% |
| 6M | -18.9% | +63.4% | -82.3% | -26.7% |
| YTD | -34.6% | +51.3% | -85.9% | -40.6% |
| 1Y | -42.8% | +65.8% | -108.6% | -49.5% |
| 3Y | +29.1% | +279.2% | -250.1% | -14.9% |
| 5Y | +39.6% | +341.8% | -302.1% | -19.3% |
| All | +59.3% | +241.7% | -182.4% | -4.5% |
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