+249.0%
ZETA vs ABCL
-51.5%
+300.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.7% | -1.4% | +3.6% |
| 7D | -0.4% | -3.2% | +2.7% | +0.2% |
| 30D | -8.0% | -7.4% | -0.6% | -6.6% |
| 3M | +21.4% | +81.9% | -60.5% | +0.9% |
| 6M | +80.1% | +135.7% | -55.6% | +35.7% |
| YTD | +52.5% | +247.4% | -194.9% | +1.8% |
| 1Y | +58.5% | +162.3% | -103.8% | +13.5% |
| 3Y | +281.7% | +165.5% | +116.2% | +143.3% |
| 5Y | +237.3% | -21.3% | +258.6% | +189.0% |
| All | +249.0% | -51.5% | +300.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling