+17.2%
ARM vs ZETA
+74.8%
-57.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.2% | -10.8% | -4.8% |
| 7D | -10.4% | +13.2% | -23.6% | -13.4% |
| 30D | -31.8% | +6.0% | -37.8% | -32.9% |
| 3M | -32.2% | +27.3% | -59.6% | -36.4% |
| 6M | -14.9% | +104.6% | -119.5% | -29.6% |
| YTD | +66.0% | +72.3% | -6.3% | +37.5% |
| 1Y | +17.2% | +76.3% | -59.1% | -3.8% |
| All | +17.2% | +74.8% | -57.6% | -3.8% |
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