+294.5%
ZETA vs ADM
+17.5%
+277.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +8.9% | +8.3% |
| 7D | +13.2% | -1.8% | +15.1% | +13.5% |
| 30D | +6.0% | -13.3% | +19.2% | +8.0% |
| 3M | +27.3% | -13.4% | +40.7% | +29.5% |
| 6M | +104.6% | -9.6% | +114.2% | +106.1% |
| YTD | +72.3% | +23.0% | +49.3% | +63.2% |
| 1Y | +76.3% | +27.4% | +49.0% | +65.6% |
| 3Y | +325.6% | +5.7% | +319.9% | +312.1% |
| 5Y | +254.2% | +22.1% | +232.2% | +199.4% |
| All | +294.5% | +17.5% | +277.0% | +228.5% |
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