-37.5%
APH vs ZETA
+71.2%
-108.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.2% | -49.0% | -47.9% |
| 7D | -48.7% | +3.7% | -52.4% | -48.9% |
| 30D | -51.9% | +15.8% | -67.8% | -52.5% |
| 3M | -43.6% | +35.4% | -79.0% | -44.1% |
| 6M | -37.5% | +67.1% | -104.6% | -39.7% |
| All | -37.5% | +71.2% | -108.8% | -39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling