+48.2%
AZN vs ZETA
+237.6%
-189.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | -3.1% | +10.5% | -13.5% | -3.4% |
| 3M | -14.4% | +44.3% | -58.7% | -15.4% |
| 6M | -19.5% | +59.4% | -78.9% | -20.8% |
| YTD | -13.8% | +49.5% | -63.2% | -15.1% |
| 1Y | -2.4% | +62.7% | -65.1% | -4.3% |
| 3Y | +21.3% | +274.6% | -253.4% | +11.1% |
| 5Y | +53.6% | +349.3% | -295.7% | +41.0% |
| All | +48.2% | +237.6% | -189.5% | +35.3% |
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 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