+67.8%
ZETA vs ACM
-45.8%
+113.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +2.7% | -3.7% | +6.4% | +4.7% |
| 30D | +15.8% | -11.1% | +26.9% | +22.6% |
| 3M | +35.4% | -8.0% | +43.4% | +40.1% |
| 6M | +67.1% | -29.7% | +96.8% | +107.5% |
| YTD | +54.1% | -29.4% | +83.4% | +91.6% |
| 1Y | +67.8% | -46.4% | +114.3% | +149.9% |
| All | +67.8% | -45.8% | +113.6% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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