+383.2%
APP vs ZETA
+289.2%
+93.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.2% | -11.7% | -6.6% |
| 7D | +61.1% | +13.2% | +47.9% | +52.3% |
| 30D | +42.8% | +6.0% | +36.8% | +38.8% |
| 3M | +16.7% | +27.3% | -10.7% | +4.4% |
| 6M | -15.6% | +104.6% | -120.2% | -38.0% |
| YTD | -41.3% | +72.3% | -113.6% | -54.0% |
| 1Y | -39.3% | +76.3% | -115.6% | -53.1% |
| 3Y | +803.2% | +325.6% | +477.6% | +351.8% |
| 5Y | +313.2% | +254.2% | +58.9% | +94.3% |
| All | +383.2% | +289.2% | +93.9% | +101.5% |
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