+7.7%
AMT vs ZETA
+85.8%
-78.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.2% | +26.5% | -28.6% | -2.6% |
| 30D | +5.8% | +10.3% | -4.5% | +5.6% |
| 3M | +12.6% | +30.5% | -18.0% | +11.9% |
| 6M | +8.3% | +129.4% | -121.0% | +5.9% |
| YTD | +11.4% | +83.1% | -71.7% | +8.7% |
| 1Y | +7.7% | +82.1% | -74.3% | +5.8% |
| All | +7.7% | +85.8% | -78.1% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling