+290.4%
ZETA vs ACM
-19.2%
+309.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | +2.7% | -3.7% | +6.4% | +5.2% |
| 30D | +15.8% | -11.1% | +26.9% | +24.0% |
| 3M | +35.4% | -8.0% | +43.4% | +40.9% |
| 6M | +67.1% | -29.7% | +96.8% | +113.6% |
| YTD | +54.1% | -29.4% | +83.4% | +95.7% |
| 1Y | +67.8% | -46.4% | +114.3% | +165.4% |
| All | +290.4% | -19.2% | +309.6% | +324.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling