+268.3%
AMD vs ZETA
+244.2%
+24.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +13.0% | +1.7% | +11.6% |
| 7D | +6.5% | +13.2% | -6.8% | +3.9% |
| 30D | -15.3% | +6.0% | -21.3% | -15.9% |
| 3M | +9.7% | +27.3% | -17.6% | +3.9% |
| 6M | +13.2% | +104.6% | -91.4% | -6.4% |
| YTD | +140.6% | +72.3% | +68.2% | +103.8% |
| 1Y | +111.2% | +76.3% | +34.8% | +77.5% |
| 3Y | +334.4% | +325.6% | +8.8% | +132.4% |
| 5Y | +268.3% | +254.2% | +14.1% | +78.5% |
| All | +268.3% | +244.2% | +24.2% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling