+44.9%
AMZN vs ZETA
+341.5%
-296.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -1.0% | -0.1% | -0.9% | -1.1% |
| 30D | -9.2% | +10.5% | -19.7% | -11.1% |
| 3M | +3.4% | +44.3% | -40.9% | -4.3% |
| 6M | +18.2% | +59.4% | -41.2% | +6.3% |
| YTD | +9.3% | +49.5% | -40.1% | -1.2% |
| 1Y | +5.9% | +62.7% | -56.7% | -6.7% |
| 3Y | +82.6% | +274.6% | -192.0% | +17.7% |
| 5Y | +44.9% | +349.3% | -304.5% | -12.8% |
| All | +44.9% | +341.5% | -296.6% | -12.8% |
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 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