-22.1%
AMAT vs ZETA
+61.1%
-83.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -14.3% |
| 7D | -24.3% | -10.0% | -14.3% | -25.3% |
| 30D | -39.8% | -10.6% | -29.2% | -40.5% |
| 3M | -40.2% | +8.9% | -49.0% | -38.0% |
| 6M | -22.1% | +65.1% | -87.2% | -7.0% |
| All | -22.1% | +61.1% | -83.2% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling