+340.8%
APH vs ZETA
+227.1%
+113.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.1% | -8.4% |
| 7D | -12.7% | -10.0% | -2.7% | -11.5% |
| 30D | -19.2% | -10.6% | -8.6% | -18.0% |
| 3M | -16.7% | +8.9% | -25.6% | -17.8% |
| 6M | +5.1% | +65.1% | -60.0% | -2.4% |
| YTD | +6.6% | +44.8% | -38.3% | -0.4% |
| 1Y | +3.9% | +47.8% | -43.9% | -3.3% |
| 3Y | +246.0% | +248.8% | -2.7% | +168.6% |
| 5Y | +268.0% | +220.3% | +47.7% | +173.8% |
| All | +340.8% | +227.1% | +113.7% | +226.5% |
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