-20.3%
AMT vs ZETA
+232.9%
-253.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.3% | -8.0% | -2.9% |
| 7D | +0.5% | -0.4% | +1.0% | +0.5% |
| 30D | +13.6% | -8.0% | +21.6% | +13.9% |
| 3M | +11.5% | +21.4% | -9.9% | +10.4% |
| 6M | +6.9% | +80.1% | -73.2% | +3.8% |
| YTD | +10.8% | +52.5% | -41.7% | +7.9% |
| 1Y | +10.3% | +58.5% | -48.2% | +7.2% |
| 3Y | +12.4% | +281.7% | -269.3% | -2.6% |
| All | -20.3% | +232.9% | -253.3% | -32.4% |
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