+214.0%
ARM vs ZETA
+254.2%
-40.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.3% | -5.8% | -11.1% |
| 7D | -27.1% | -10.0% | -17.1% | -24.8% |
| 30D | -44.9% | -10.6% | -34.3% | -43.0% |
| 3M | -39.3% | +8.9% | -48.1% | -40.8% |
| 6M | -20.2% | +65.1% | -85.3% | -31.1% |
| YTD | +52.5% | +44.8% | +7.7% | +34.1% |
| 1Y | +4.1% | +47.8% | -43.7% | -9.4% |
| All | +214.0% | +254.2% | -40.2% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling