+57.7%
AZN vs ZETA
+332.4%
-274.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.4% |
| 7D | -1.6% | -3.7% | +2.2% | -1.4% |
| 30D | +1.1% | +5.7% | -4.7% | +0.9% |
| 3M | -12.1% | +50.4% | -62.6% | -13.2% |
| 6M | -17.1% | +65.5% | -82.6% | -18.6% |
| YTD | -12.0% | +48.3% | -60.3% | -13.3% |
| 1Y | -0.2% | +45.4% | -45.6% | -1.9% |
| 3Y | +26.8% | +270.8% | -244.0% | +15.6% |
| All | +57.7% | +332.4% | -274.6% | +45.3% |
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