+281.7%
ZETA vs ACM
-12.3%
+294.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -0.4% | +5.4% | -5.8% | -3.7% |
| 30D | -8.0% | +15.1% | -23.1% | -16.1% |
| 3M | +21.4% | -10.5% | +31.9% | +29.0% |
| 6M | +80.1% | -19.7% | +99.8% | +106.2% |
| YTD | +52.5% | -28.8% | +81.3% | +92.2% |
| 1Y | +58.5% | -47.9% | +106.3% | +155.1% |
| 3Y | +281.7% | -12.4% | +294.0% | +295.9% |
| All | +281.7% | -12.3% | +294.0% | +295.9% |
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 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