-40.2%
AMAT vs ZETA
+19.6%
-59.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -12.1% |
| 7D | -24.3% | -10.0% | -14.3% | -22.9% |
| 30D | -39.8% | -10.6% | -29.2% | -38.5% |
| 3M | -40.2% | +8.9% | -49.0% | -39.0% |
| All | -40.2% | +19.6% | -59.7% | -39.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling