+312.3%
ZETA vs ADM
+23.6%
+288.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -2.0% |
| 7D | +18.1% | +4.2% | +13.9% | +17.4% |
| 30D | +13.6% | -12.8% | +26.4% | +15.7% |
| 3M | +23.7% | -8.5% | +32.2% | +24.9% |
| 6M | +128.5% | -10.9% | +139.4% | +131.1% |
| YTD | +80.1% | +29.4% | +50.7% | +69.4% |
| 1Y | +98.0% | +27.5% | +70.5% | +86.6% |
| 3Y | +348.6% | +10.3% | +338.3% | +332.9% |
| 5Y | +286.6% | +27.4% | +259.2% | +226.4% |
| All | +312.3% | +23.6% | +288.7% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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