+137.2%
AMKR vs ZETA
+274.1%
-136.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.6% |
| 7D | +5.5% | -6.5% | +12.0% | +6.7% |
| 30D | -8.6% | +4.8% | -13.5% | -9.6% |
| 3M | -28.7% | +53.3% | -82.1% | -34.8% |
| 6M | +13.3% | +66.8% | -53.5% | +0.7% |
| YTD | +26.1% | +50.2% | -24.1% | +13.9% |
| 1Y | +101.2% | +62.0% | +39.2% | +78.1% |
| All | +137.2% | +274.1% | -136.8% | +50.2% |
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