+337.5%
AMD vs ZETA
+329.5%
+8.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.1% | +8.8% | +5.6% |
| 7D | +2.6% | +2.7% | -0.1% | +1.8% |
| 30D | -0.9% | +15.8% | -16.7% | -4.6% |
| 3M | -8.7% | +35.4% | -44.1% | -16.1% |
| 6M | +136.3% | +67.1% | +69.2% | +103.4% |
| YTD | +123.0% | +54.1% | +68.9% | +93.7% |
| 1Y | +195.2% | +67.8% | +127.4% | +148.5% |
| 3Y | +336.3% | +311.4% | +24.9% | +139.6% |
| All | +337.5% | +329.5% | +8.1% | +121.1% |
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 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