-17.1%
AMT vs ZETA
+259.8%
-277.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.1% |
| 7D | +0.4% | +6.2% | -5.9% | +0.1% |
| 30D | +3.7% | -2.0% | +5.7% | +3.7% |
| 3M | +10.7% | +21.7% | -11.0% | +9.8% |
| 6M | +9.3% | +89.1% | -79.9% | +6.3% |
| YTD | +10.9% | +59.3% | -48.4% | +8.3% |
| 1Y | +10.5% | +66.2% | -55.6% | +7.6% |
| 3Y | +15.5% | +297.3% | -281.8% | +3.1% |
| 5Y | -20.6% | +227.5% | -248.1% | -30.6% |
| All | -17.1% | +259.8% | -277.0% | -27.0% |
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