+86.1%
ARM vs ZETA
+68.7%
+17.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +4.9% |
| 7D | +5.5% | +2.7% | +2.8% | +4.6% |
| 30D | -8.2% | +15.8% | -24.0% | -11.8% |
| 3M | -35.9% | +35.4% | -71.3% | -41.0% |
| 6M | +103.1% | +67.1% | +36.0% | +74.7% |
| YTD | +130.6% | +54.1% | +76.6% | +99.3% |
| 1Y | +86.1% | +67.8% | +18.2% | +64.0% |
| All | +86.1% | +68.7% | +17.3% | +64.0% |
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