+76.3%
ZETA vs ADM
+25.0%
+51.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +8.9% | +8.0% |
| 7D | +13.2% | -1.8% | +15.1% | +12.9% |
| 30D | +6.0% | -13.3% | +19.2% | +3.5% |
| 3M | +27.3% | -13.4% | +40.7% | +24.4% |
| 6M | +104.6% | -9.6% | +114.2% | +100.7% |
| YTD | +72.3% | +23.0% | +49.3% | +72.2% |
| 1Y | +76.3% | +27.4% | +49.0% | +74.0% |
| All | +76.3% | +25.0% | +51.3% | +74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling