+67.8%
ZETA vs AA
+63.2%
+4.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.3% |
| 7D | +2.7% | -0.7% | +3.3% | +2.9% |
| 30D | +15.8% | +5.0% | +10.8% | +13.8% |
| 3M | +35.4% | -35.8% | +71.2% | +59.3% |
| 6M | +67.1% | -18.4% | +85.5% | +74.4% |
| YTD | +54.1% | -5.5% | +59.5% | +48.9% |
| 1Y | +67.8% | +61.0% | +6.9% | +24.5% |
| All | +67.8% | +63.2% | +4.6% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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