+281.7%
ZETA vs ADM
+6.1%
+275.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.2% |
| 7D | -0.4% | -9.0% | +8.6% | -1.1% |
| 30D | -8.0% | -14.0% | +5.9% | -9.0% |
| 3M | +21.4% | -9.2% | +30.6% | +20.6% |
| 6M | +80.1% | -9.2% | +89.2% | +78.8% |
| YTD | +52.5% | +24.2% | +28.3% | +53.4% |
| 1Y | +58.5% | +27.0% | +31.5% | +59.6% |
| 3Y | +281.7% | +6.6% | +275.1% | +280.0% |
| All | +281.7% | +6.1% | +275.6% | +280.0% |
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 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