+158.2%
AMAT vs ZETA
+244.2%
-86.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.2% | -7.6% | -0.9% |
| 7D | -2.5% | +13.2% | -15.7% | -4.4% |
| 30D | -26.5% | +6.0% | -32.5% | -27.2% |
| 3M | -28.6% | +27.3% | -55.9% | -31.7% |
| 6M | -14.2% | +104.6% | -118.9% | -26.1% |
| YTD | +45.5% | +72.3% | -26.9% | +27.8% |
| 1Y | +59.3% | +76.3% | -17.0% | +38.9% |
| 3Y | +153.1% | +325.6% | -172.5% | +57.3% |
| 5Y | +158.2% | +254.2% | -96.1% | +46.5% |
| All | +158.2% | +244.2% | -86.0% | +46.5% |
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