+391.9%
APH vs ZETA
+289.2%
+102.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.2% | -9.1% | -2.0% |
| 7D | -5.0% | +13.2% | -18.3% | -6.5% |
| 30D | -8.4% | +6.0% | -14.3% | -9.1% |
| 3M | -4.5% | +27.3% | -31.8% | -7.6% |
| 6M | +25.3% | +104.6% | -79.3% | +13.0% |
| YTD | +18.9% | +72.3% | -53.4% | +8.6% |
| 1Y | +11.9% | +76.3% | -64.4% | +1.8% |
| 3Y | +278.0% | +325.6% | -47.7% | +186.0% |
| 5Y | +306.4% | +254.2% | +52.2% | +196.7% |
| All | +391.9% | +289.2% | +102.7% | +256.3% |
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