+377.9%
APP vs ZETA
+244.4%
+133.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.3% | +4.6% | +7.8% |
| 7D | +71.2% | -0.4% | +71.7% | +70.5% |
| 30D | +39.1% | -8.0% | +47.1% | +43.0% |
| 3M | +16.5% | +21.4% | -4.9% | +6.3% |
| 6M | -16.6% | +80.1% | -96.6% | -35.4% |
| YTD | -41.9% | +52.5% | -94.4% | -52.2% |
| 1Y | -37.0% | +58.5% | -95.5% | -49.2% |
| 3Y | +892.4% | +281.7% | +610.8% | +419.1% |
| 5Y | +297.3% | +237.3% | +60.0% | +94.8% |
| All | +377.9% | +244.4% | +133.5% | +109.4% |
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