+121.8%
AMKR vs ZETA
+247.9%
-126.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.8% | +2.6% |
| 7D | 0.0% | +2.7% | -2.7% | -0.7% |
| 30D | -11.1% | +15.8% | -27.0% | -14.0% |
| 3M | -35.2% | +35.4% | -70.6% | -39.9% |
| 6M | +4.9% | +67.1% | -62.2% | -8.4% |
| YTD | +21.6% | +54.1% | -32.5% | +7.5% |
| 1Y | +98.0% | +67.8% | +30.2% | +70.9% |
| 3Y | +77.8% | +311.4% | -233.6% | +11.4% |
| 5Y | +79.9% | +324.8% | -244.9% | +6.8% |
| All | +121.8% | +247.9% | -126.1% | +33.8% |
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 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