-11.1%
AXP vs ZETA
+74.8%
-85.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.4% | -1.5% |
| 7D | -0.6% | +13.2% | -13.9% | -2.6% |
| 30D | +5.0% | +6.0% | -1.0% | +3.8% |
| 3M | -4.2% | +27.3% | -31.6% | -8.3% |
| 6M | +2.9% | +104.6% | -101.7% | -10.9% |
| YTD | -11.6% | +72.3% | -83.9% | -22.2% |
| 1Y | -11.1% | +76.3% | -87.4% | -21.9% |
| All | -11.1% | +74.8% | -85.9% | -21.9% |
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