+450.6%
AMD vs ZETA
+244.4%
+206.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.3% | +5.7% | +9.9% |
| 7D | -11.0% | -0.4% | -10.6% | -10.6% |
| 30D | -30.5% | -8.0% | -22.4% | -28.8% |
| 3M | -8.2% | +21.4% | -29.6% | -12.1% |
| 6M | +6.6% | +80.1% | -73.5% | -8.5% |
| YTD | +109.7% | +52.5% | +57.2% | +84.0% |
| 1Y | +88.9% | +58.5% | +30.4% | +64.0% |
| 3Y | +301.8% | +281.7% | +20.2% | +135.1% |
| 5Y | +229.4% | +237.3% | -7.9% | +81.6% |
| All | +450.6% | +244.4% | +206.2% | +216.4% |
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