-23.7%
AMT vs ZETA
+247.9%
-271.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.9% |
| 7D | -0.2% | +2.7% | -2.9% | -0.3% |
| 30D | +4.6% | +15.8% | -11.2% | +4.0% |
| 3M | -8.4% | +35.4% | -43.9% | -9.7% |
| 6M | -6.0% | +67.1% | -73.1% | -8.2% |
| YTD | +2.1% | +54.1% | -51.9% | -0.1% |
| 1Y | -6.4% | +67.8% | -74.2% | -9.0% |
| 3Y | +8.1% | +311.4% | -303.4% | -3.9% |
| 5Y | -31.9% | +324.8% | -356.7% | -40.0% |
| All | -23.7% | +247.9% | -271.7% | -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 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