+219.8%
ARM vs ZETA
+378.9%
-159.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +7.6% | +4.4% | +10.0% |
| 7D | +6.0% | +18.8% | -12.7% | +1.4% |
| 30D | -20.3% | +12.6% | -32.9% | -22.6% |
| 3M | -24.4% | +29.5% | -53.9% | -29.5% |
| 6M | -4.4% | +128.6% | -133.0% | -24.3% |
| YTD | +86.0% | +85.5% | +0.6% | +53.0% |
| 1Y | +35.8% | +90.6% | -54.8% | +10.4% |
| 3Y | +289.1% | +358.0% | -69.0% | +84.9% |
| All | +219.8% | +378.9% | -159.1% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling