+143.0%
AMAT vs ZETA
+227.1%
-84.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -12.4% |
| 7D | -24.3% | -10.0% | -14.3% | -22.9% |
| 30D | -39.8% | -10.6% | -29.2% | -38.6% |
| 3M | -40.2% | +8.9% | -49.0% | -41.2% |
| 6M | -22.1% | +65.1% | -87.2% | -29.8% |
| YTD | +24.7% | +44.8% | -20.1% | +13.7% |
| 1Y | +33.3% | +47.8% | -14.5% | +20.7% |
| 3Y | +133.9% | +248.8% | -114.9% | +59.5% |
| 5Y | +117.1% | +220.3% | -103.3% | +38.5% |
| All | +143.0% | +227.1% | -84.0% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling