+202.4%
ZETA vs ACM
-2.7%
+205.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -0.4% | +5.4% | -5.8% | -4.3% |
| 30D | -8.0% | +15.1% | -23.1% | -17.4% |
| 3M | +21.4% | -10.5% | +31.9% | +29.6% |
| 6M | +80.1% | -19.7% | +99.8% | +108.0% |
| YTD | +52.5% | -28.8% | +81.3% | +94.9% |
| 1Y | +58.5% | -47.9% | +106.3% | +163.2% |
| 3Y | +281.7% | -12.4% | +294.0% | +291.0% |
| All | +202.4% | -2.7% | +205.2% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling