+108.5%
AMD vs ZETA
+61.6%
+46.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.5% | +8.8% | +12.5% |
| 7D | +8.9% | +6.2% | +2.7% | +8.3% |
| 30D | -16.4% | -2.0% | -14.3% | -16.1% |
| 3M | +5.2% | +21.7% | -16.5% | +3.5% |
| 6M | +11.7% | +89.1% | -77.4% | +1.5% |
| YTD | +137.5% | +59.3% | +78.2% | +112.8% |
| All | +108.5% | +61.6% | +46.8% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling