+293.1%
ZETA vs ABCL
-23.2%
+316.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -0.5% |
| 7D | +26.5% | +4.4% | +22.1% | +25.0% |
| 30D | +10.3% | -7.9% | +18.1% | +12.1% |
| 3M | +30.5% | +12.2% | +18.3% | +24.1% |
| 6M | +129.4% | +134.7% | -5.4% | +70.7% |
| YTD | +83.1% | +239.8% | -156.6% | +20.3% |
| 1Y | +82.1% | +192.7% | -110.6% | +24.6% |
| 3Y | +352.3% | +187.6% | +164.7% | +170.4% |
| 5Y | +293.1% | -22.6% | +315.8% | +264.8% |
| All | +293.1% | -23.2% | +316.3% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling