+200.8%
AMAT vs ZETA
+318.9%
-118.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.6% | -1.6% | +4.8% |
| 7D | +7.0% | +18.8% | -11.8% | +4.1% |
| 30D | -20.6% | +12.6% | -33.2% | -22.0% |
| 3M | -24.8% | +29.5% | -54.2% | -28.0% |
| 6M | -10.7% | +128.6% | -139.3% | -23.7% |
| YTD | +54.3% | +85.5% | -31.2% | +35.1% |
| 1Y | +73.7% | +90.6% | -16.9% | +51.0% |
| 3Y | +168.4% | +358.0% | -189.6% | +75.0% |
| 5Y | +167.6% | +282.0% | -114.4% | +64.8% |
| All | +200.8% | +318.9% | -118.1% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling