+61.4%
AMAT vs ZETA
+84.8%
-23.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.3% |
| 7D | -11.2% | -5.0% | -6.2% | -11.1% |
| 30D | -31.9% | -3.3% | -28.5% | -31.8% |
| 3M | -32.3% | +31.0% | -63.3% | -32.7% |
| 6M | -5.4% | +72.2% | -77.6% | -7.5% |
| YTD | +44.3% | +56.2% | -11.9% | +41.9% |
| 1Y | +61.4% | +90.3% | -28.9% | +50.0% |
| All | +61.4% | +84.8% | -23.4% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling