+82.1%
ZETA vs ADM
+27.8%
+54.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +26.5% | +0.7% | +25.8% | +26.6% |
| 30D | +10.3% | -14.7% | +25.0% | +7.3% |
| 3M | +30.5% | -10.4% | +41.0% | +28.1% |
| 6M | +129.4% | -10.9% | +140.3% | +124.1% |
| YTD | +83.1% | +26.0% | +57.2% | +82.9% |
| 1Y | +82.1% | +26.5% | +55.6% | +79.5% |
| All | +82.1% | +27.8% | +54.3% | +79.5% |
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 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