+54.4%
AMZN vs ZETA
+247.9%
-193.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.6% |
| 7D | -3.0% | +2.7% | -5.6% | -3.5% |
| 30D | -5.2% | +15.8% | -21.0% | -7.9% |
| 3M | +1.9% | +35.4% | -33.6% | -4.3% |
| 6M | +19.2% | +67.1% | -47.9% | +6.7% |
| YTD | +12.0% | +54.1% | -42.1% | +1.1% |
| 1Y | +9.7% | +67.8% | -58.1% | -3.5% |
| 3Y | +87.2% | +311.4% | -224.3% | +21.8% |
| 5Y | +48.7% | +324.8% | -276.1% | -6.7% |
| All | +54.4% | +247.9% | -193.6% | -4.1% |
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