+291.9%
ZETA vs ABCL
+104.5%
+187.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | +2.7% | +0.7% | +1.9% | +2.5% |
| 30D | +15.8% | +93.1% | -77.3% | +0.5% |
| 3M | +35.4% | +79.4% | -44.0% | +18.0% |
| 6M | +67.1% | +214.9% | -147.8% | +28.4% |
| YTD | +54.1% | +234.2% | -180.2% | +16.4% |
| 1Y | +67.8% | +174.8% | -106.9% | +29.9% |
| All | +291.9% | +104.5% | +187.4% | +220.8% |
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