+395.8%
AMD vs ZETA
+227.1%
+168.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -7.3% | -10.0% | -15.7% |
| 7D | -28.6% | -10.0% | -18.6% | -26.7% |
| 30D | -37.7% | -10.6% | -27.2% | -35.9% |
| 3M | -16.1% | +8.9% | -25.0% | -17.8% |
| 6M | +13.8% | +65.1% | -51.3% | -0.5% |
| YTD | +88.8% | +44.8% | +44.0% | +67.5% |
| 1Y | +57.8% | +47.8% | +10.0% | +39.0% |
| 3Y | +260.3% | +248.8% | +11.5% | +115.5% |
| 5Y | +196.6% | +220.3% | -23.7% | +65.3% |
| All | +395.8% | +227.1% | +168.8% | +188.0% |
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