-22.2%
AMAT vs ZETA
+73.8%
-96.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +4.6% |
| 7D | -14.7% | -0.4% | -14.3% | -14.8% |
| 30D | -36.1% | -8.0% | -28.1% | -36.9% |
| 3M | -36.9% | +21.4% | -58.3% | -33.6% |
| 6M | -22.2% | +80.1% | -102.3% | -7.2% |
| All | -22.2% | +73.8% | -96.0% | -7.2% |
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