+877.5%
APP vs ZETA
+361.9%
+515.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.6% | -5.3% | -0.7% |
| 7D | +48.9% | +18.8% | +30.2% | +37.5% |
| 30D | +49.4% | +12.6% | +36.8% | +41.4% |
| 3M | +27.0% | +29.5% | -2.5% | +12.3% |
| 6M | -15.4% | +128.6% | -144.0% | -42.1% |
| YTD | -39.9% | +85.5% | -125.4% | -55.4% |
| 1Y | -32.0% | +90.6% | -122.6% | -50.3% |
| All | +877.5% | +361.9% | +515.5% | +355.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling