+90.3%
ZETA vs AA
+13.9%
+76.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +1.7% |
| 7D | -5.0% | +0.9% | -5.9% | -5.3% |
| 30D | -3.3% | -6.4% | +3.1% | -1.3% |
| 3M | +31.0% | -13.0% | +44.0% | +36.7% |
| 6M | +72.2% | -34.6% | +106.8% | +97.9% |
| YTD | +56.2% | -23.0% | +79.2% | +57.9% |
| 1Y | +90.3% | +16.0% | +74.3% | +44.5% |
| All | +90.3% | +13.9% | +76.4% | +44.5% |
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