+50.4%
AMZN vs ZETA
+239.2%
-188.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.7% | -6.5% | +3.8% | -1.6% |
| 30D | -7.5% | +4.8% | -12.3% | -8.4% |
| 3M | +5.8% | +53.3% | -47.5% | -2.7% |
| 6M | +17.5% | +66.8% | -49.3% | +5.3% |
| YTD | +9.1% | +50.2% | -41.0% | -1.1% |
| 1Y | +9.4% | +62.0% | -52.7% | -3.1% |
| 3Y | +82.2% | +276.4% | -194.1% | +20.9% |
| 5Y | +45.2% | +341.6% | -296.4% | -8.4% |
| All | +50.4% | +239.2% | -188.8% | -6.2% |
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