+19.3%
ARM vs ZETA
+84.8%
-65.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.9% | -5.9% |
| 7D | -18.7% | -5.0% | -13.7% | -17.7% |
| 30D | -36.7% | -3.3% | -33.3% | -36.1% |
| 3M | -31.6% | +31.0% | -62.6% | -36.0% |
| 6M | -5.6% | +72.2% | -77.8% | -16.8% |
| YTD | +75.5% | +56.2% | +19.3% | +52.4% |
| 1Y | +19.3% | +90.3% | -71.0% | +0.5% |
| All | +19.3% | +84.8% | -65.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling