+333.0%
APP vs ZETA
+329.5%
+3.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.1% | +6.3% | +3.8% |
| 7D | +0.9% | +2.7% | -1.8% | -0.5% |
| 30D | -23.3% | +15.8% | -39.1% | -28.0% |
| 3M | -42.6% | +35.4% | -78.1% | -49.8% |
| 6M | -33.6% | +67.1% | -100.7% | -47.1% |
| YTD | -52.4% | +54.1% | -106.5% | -60.9% |
| 1Y | -35.9% | +67.8% | -103.7% | -50.4% |
| 3Y | +642.2% | +311.4% | +330.8% | +265.9% |
| All | +333.0% | +329.5% | +3.5% | +97.6% |
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