+137.0%
APO vs ZETA
+343.0%
-206.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.5% |
| 30D | +3.9% | +15.6% | -11.7% | +0.8% |
| 3M | +3.8% | +41.5% | -37.7% | -4.0% |
| 6M | +22.3% | +63.4% | -41.1% | +8.8% |
| YTD | -7.8% | +51.3% | -59.1% | -17.2% |
| 1Y | -0.3% | +65.8% | -66.1% | -12.9% |
| 3Y | +57.1% | +279.2% | -222.1% | +4.4% |
| 5Y | +137.0% | +341.8% | -204.8% | +43.7% |
| All | +137.0% | +343.0% | -206.1% | +43.7% |
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 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