+242.2%
ZETA vs ADSK
-25.0%
+267.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.7% |
| 7D | -0.1% | -14.5% | +14.5% | +11.7% |
| 30D | +10.5% | -19.3% | +29.8% | +28.4% |
| 3M | +44.3% | -7.8% | +52.1% | +51.0% |
| 6M | +59.4% | -20.8% | +80.2% | +87.0% |
| YTD | +49.5% | -30.2% | +79.7% | +91.9% |
| 1Y | +62.7% | -36.5% | +99.1% | +124.3% |
| 3Y | +274.6% | -5.7% | +280.4% | +291.3% |
| 5Y | +349.3% | -28.2% | +377.5% | +374.8% |
| All | +242.2% | -25.0% | +267.1% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling