+63.6%
AMGN vs ZETA
+272.3%
-208.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -11.6% | -0.1% | -11.6% | -11.6% |
| 30D | -5.7% | +10.5% | -16.1% | -6.1% |
| 3M | +14.2% | +44.3% | -30.1% | +12.5% |
| 6M | +5.2% | +59.4% | -54.2% | +2.9% |
| YTD | +22.0% | +49.5% | -27.5% | +19.4% |
| 1Y | +43.6% | +62.7% | -19.0% | +39.5% |
| All | +63.6% | +272.3% | -208.8% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling