+264.7%
ZETA vs ACM
+14.0%
+250.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.2% | -0.7% | +0.7% |
| 7D | +6.2% | +6.9% | -0.7% | +1.3% |
| 30D | -2.0% | +19.1% | -21.1% | -13.9% |
| 3M | +21.7% | -6.9% | +28.6% | +26.2% |
| 6M | +89.1% | -12.0% | +101.2% | +102.8% |
| YTD | +59.3% | -25.1% | +84.4% | +95.0% |
| 1Y | +66.2% | -45.4% | +111.6% | +163.1% |
| 3Y | +297.3% | -6.9% | +304.2% | +293.6% |
| 5Y | +227.5% | +3.7% | +223.7% | +183.4% |
| All | +264.7% | +14.0% | +250.6% | +197.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling