+67.8%
ZETA vs ADSK
-31.6%
+99.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.3% | +4.2% | +2.5% |
| 7D | +2.7% | -16.4% | +19.1% | +18.0% |
| 30D | +15.8% | -9.2% | +25.0% | +23.8% |
| 3M | +35.4% | -6.7% | +42.2% | +41.5% |
| 6M | +67.1% | -15.5% | +82.6% | +90.8% |
| YTD | +54.1% | -26.4% | +80.4% | +102.0% |
| 1Y | +67.8% | -31.9% | +99.7% | +137.4% |
| All | +67.8% | -31.6% | +99.4% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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