+239.5%
ZETA vs ADSK
-22.9%
+262.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -3.7% | -2.5% | -1.2% | -2.0% |
| 30D | +5.7% | -14.9% | +20.6% | +18.2% |
| 3M | +50.4% | +3.3% | +47.1% | +45.1% |
| 6M | +65.5% | -15.7% | +81.1% | +85.2% |
| YTD | +48.3% | -28.2% | +76.6% | +86.5% |
| 1Y | +45.4% | -34.5% | +79.9% | +96.1% |
| 3Y | +270.8% | -2.9% | +273.7% | +278.9% |
| 5Y | +336.1% | -25.3% | +361.5% | +352.2% |
| All | +239.5% | -22.9% | +262.3% | +228.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling