+356.2%
ZETA vs ABCL
+189.1%
+167.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.8% |
| 7D | +26.5% | +4.4% | +22.1% | +25.4% |
| 30D | +10.3% | -7.9% | +18.1% | +11.6% |
| 3M | +30.5% | +12.2% | +18.3% | +26.3% |
| 6M | +129.4% | +134.7% | -5.4% | +88.7% |
| YTD | +83.1% | +239.8% | -156.6% | +38.5% |
| 1Y | +82.1% | +192.7% | -110.6% | +40.9% |
| All | +356.2% | +189.1% | +167.1% | +229.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling