+246.3%
ZETA vs ACM
+6.7%
+239.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -2.4% | -0.3% | -2.2% | -2.2% |
| 30D | +15.6% | -12.9% | +28.5% | +26.5% |
| 3M | +41.5% | -6.4% | +47.9% | +45.5% |
| 6M | +63.4% | -29.2% | +92.6% | +110.2% |
| YTD | +51.3% | -29.9% | +81.2% | +95.5% |
| 1Y | +65.8% | -47.3% | +113.1% | +170.5% |
| 3Y | +279.2% | -19.6% | +298.8% | +324.4% |
| 5Y | +341.8% | +5.5% | +336.2% | +283.5% |
| All | +246.3% | +6.7% | +239.6% | +198.0% |
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