+290.4%
ZETA vs ADM
+20.7%
+269.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.1% |
| 7D | +2.7% | +3.8% | -1.1% | +2.9% |
| 30D | +15.8% | +9.8% | +6.1% | +16.5% |
| 3M | +35.4% | +2.1% | +33.3% | +35.7% |
| 6M | +67.1% | +27.5% | +39.6% | +69.7% |
| YTD | +54.1% | +50.2% | +3.8% | +57.3% |
| 1Y | +67.8% | +40.6% | +27.2% | +71.3% |
| All | +290.4% | +20.7% | +269.7% | +288.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling