+165.0%
AMAT vs ZETA
+280.5%
-115.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.5% | +6.9% | +10.8% |
| 7D | -1.1% | +6.2% | -7.3% | -1.6% |
| 30D | -26.9% | -2.0% | -24.9% | -26.7% |
| 3M | -31.2% | +21.7% | -52.9% | -32.8% |
| 6M | -14.7% | +89.1% | -103.9% | -22.2% |
| YTD | +44.7% | +59.3% | -14.6% | +33.9% |
| 1Y | +62.0% | +66.2% | -4.2% | +48.6% |
| 3Y | +165.0% | +297.3% | -132.3% | +88.0% |
| All | +165.0% | +280.5% | -115.6% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling