-23.8%
AMT vs ZETA
+241.7%
-265.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -0.2% | -2.4% | +2.3% | -0.1% |
| 30D | +1.8% | +15.6% | -13.7% | +1.3% |
| 3M | -6.2% | +41.5% | -47.7% | -7.6% |
| 6M | -5.0% | +63.4% | -68.4% | -7.1% |
| YTD | +2.1% | +51.3% | -49.2% | -0.1% |
| 1Y | -5.7% | +65.8% | -71.5% | -8.3% |
| 3Y | +7.9% | +279.2% | -271.3% | -3.6% |
| 5Y | -32.3% | +341.8% | -374.1% | -40.2% |
| All | -23.8% | +241.7% | -265.5% | -32.7% |
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