+242.2%
ZETA vs ADM
+46.7%
+195.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.6% |
| 7D | -0.1% | +1.4% | -1.4% | -0.3% |
| 30D | +10.5% | +8.2% | +2.2% | +9.1% |
| 3M | +44.3% | +8.7% | +35.6% | +42.0% |
| 6M | +59.4% | +29.1% | +30.4% | +51.9% |
| YTD | +49.5% | +53.7% | -4.2% | +37.4% |
| 1Y | +62.7% | +43.2% | +19.4% | +51.1% |
| 3Y | +274.6% | +21.4% | +253.2% | +266.2% |
| 5Y | +349.3% | +67.1% | +282.2% | +241.7% |
| All | +242.2% | +46.7% | +195.5% | +176.5% |
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