+59.3%
AMAT vs ZETA
+74.8%
-15.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.6% | +0.1% |
| 7D | -2.5% | +13.2% | -15.7% | -3.0% |
| 30D | -26.5% | +6.0% | -32.5% | -26.9% |
| 3M | -28.6% | +27.3% | -55.9% | -28.8% |
| 6M | -14.2% | +104.6% | -118.9% | -16.1% |
| YTD | +45.5% | +72.3% | -26.9% | +44.7% |
| 1Y | +59.3% | +76.3% | -17.0% | +57.6% |
| All | +59.3% | +74.8% | -15.5% | +57.6% |
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