+246.2%
AMAT vs ZETA
+247.9%
-1.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.4% | +5.0% |
| 7D | -1.5% | +2.7% | -4.2% | -2.0% |
| 30D | -14.8% | +15.8% | -30.6% | -17.0% |
| 3M | -9.3% | +35.4% | -44.7% | -14.6% |
| 6M | +27.4% | +67.1% | -39.7% | +14.2% |
| YTD | +77.6% | +54.1% | +23.5% | +60.3% |
| 1Y | +188.9% | +67.8% | +121.1% | +154.9% |
| 3Y | +202.3% | +311.4% | -109.1% | +99.2% |
| 5Y | +248.9% | +324.8% | -75.9% | +114.4% |
| All | +246.2% | +247.9% | -1.8% | +125.9% |
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 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