+81.6%
AMGN vs ZETA
+235.0%
-153.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -13.7% | -3.7% | -10.0% | -13.6% |
| 30D | -8.8% | +5.7% | -14.5% | -8.9% |
| 3M | +7.2% | +50.4% | -43.2% | +6.3% |
| 6M | +1.3% | +65.5% | -64.2% | 0.0% |
| YTD | +17.6% | +48.3% | -30.7% | +16.3% |
| 1Y | +37.2% | +45.4% | -8.2% | +35.4% |
| 3Y | +57.7% | +270.8% | -213.0% | +54.1% |
| 5Y | +106.3% | +336.1% | -229.9% | +100.4% |
| All | +81.6% | +235.0% | -153.4% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling