+554.8%
AMD vs ZETA
+306.8%
+248.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.7% | -7.1% | -8.4% |
| 7D | +18.9% | +18.1% | +0.8% | +14.7% |
| 30D | -6.4% | +13.6% | -20.0% | -8.6% |
| 3M | +10.6% | +23.7% | -13.2% | +5.6% |
| 6M | +19.9% | +128.5% | -108.6% | -2.3% |
| YTD | +149.4% | +80.1% | +69.3% | +111.0% |
| 1Y | +115.4% | +98.0% | +17.4% | +77.8% |
| 3Y | +357.3% | +348.6% | +8.7% | +158.4% |
| 5Y | +261.1% | +286.6% | -25.5% | +92.6% |
| All | +554.8% | +306.8% | +248.0% | +262.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling