+174.6%
ARM vs ZETA
+293.8%
-119.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.3% | -0.6% | +3.3% |
| 7D | -15.2% | -0.4% | -14.8% | -15.0% |
| 30D | -40.7% | -8.0% | -32.6% | -39.1% |
| 3M | -39.1% | +21.4% | -60.5% | -42.2% |
| 6M | -26.4% | +80.1% | -106.5% | -37.9% |
| YTD | +59.7% | +52.5% | +7.3% | +38.5% |
| 1Y | +10.3% | +58.5% | -48.1% | -5.7% |
| 3Y | +228.9% | +281.7% | -52.8% | +64.4% |
| All | +174.6% | +293.8% | -119.2% | +37.5% |
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 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