+214.2%
ARM vs ZETA
+373.0%
-158.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | +19.8% | +26.5% | -6.6% | +12.5% |
| 30D | -21.8% | +10.3% | -32.0% | -23.6% |
| 3M | -26.5% | +30.5% | -57.1% | -31.6% |
| 6M | -3.9% | +129.4% | -133.3% | -24.0% |
| YTD | +82.8% | +83.1% | -0.4% | +50.8% |
| 1Y | +34.3% | +82.1% | -47.8% | +10.6% |
| 3Y | +282.2% | +352.3% | -70.1% | +82.3% |
| All | +214.2% | +373.0% | -158.8% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling