+583.3%
AXTI vs ZETA
+241.7%
+341.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.8% | +14.6% | +13.2% |
| 7D | +24.0% | -2.4% | +26.4% | +24.3% |
| 30D | -21.5% | +15.6% | -37.1% | -24.1% |
| 3M | -23.4% | +41.5% | -64.9% | -29.3% |
| 6M | +114.9% | +63.4% | +51.5% | +89.5% |
| YTD | +325.4% | +51.3% | +274.1% | +278.9% |
| 1Y | +2,136.7% | +65.8% | +2,070.9% | +1,862.4% |
| 3Y | +2,835.0% | +279.2% | +2,555.8% | +1,899.6% |
| 5Y | +652.8% | +341.8% | +311.1% | +362.4% |
| All | +583.3% | +241.7% | +341.6% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling