+193.0%
ARM vs ZETA
+311.4%
-118.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.5% | +2.2% | +5.5% |
| 7D | -5.3% | +6.2% | -11.6% | -6.7% |
| 30D | -30.0% | -2.0% | -28.0% | -29.4% |
| 3M | -34.1% | +21.7% | -55.8% | -37.5% |
| 6M | -12.6% | +89.1% | -101.8% | -27.2% |
| YTD | +70.4% | +59.3% | +11.1% | +46.1% |
| 1Y | +22.3% | +66.2% | -43.9% | +3.2% |
| 3Y | +261.2% | +297.3% | -36.1% | +78.4% |
| All | +193.0% | +311.4% | -118.5% | +45.0% |
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 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