+160.1%
AMGN vs ZETA
+281.0%
-120.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | +1.1% | +18.1% | -17.0% | +0.7% |
| 30D | +9.3% | +13.6% | -4.3% | +8.9% |
| 3M | +12.1% | +23.7% | -11.6% | +11.4% |
| 6M | +40.3% | +128.5% | -88.2% | +37.2% |
| YTD | +45.2% | +80.1% | -34.9% | +42.6% |
| 1Y | +42.4% | +98.0% | -55.6% | +39.4% |
| 3Y | +91.0% | +348.6% | -257.6% | +84.6% |
| All | +160.1% | +281.0% | -120.8% | +149.8% |
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