+126.7%
AMAT vs ZETA
+232.9%
-106.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +3.3% |
| 7D | -14.7% | -0.4% | -14.3% | -14.5% |
| 30D | -36.1% | -8.0% | -28.1% | -35.1% |
| 3M | -36.9% | +21.4% | -58.3% | -39.1% |
| 6M | -22.2% | +80.1% | -102.3% | -31.4% |
| YTD | +29.9% | +52.5% | -22.6% | +16.6% |
| 1Y | +43.3% | +58.5% | -15.2% | +27.2% |
| 3Y | +142.7% | +281.7% | -139.0% | +53.8% |
| All | +126.7% | +232.9% | -106.2% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling