+90.3%
ZETA vs AFL
+18.6%
+71.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.6% |
| 7D | -5.0% | +2.9% | -7.9% | -5.0% |
| 30D | -3.3% | +11.5% | -14.8% | -4.0% |
| 3M | +31.0% | +0.6% | +30.4% | +32.5% |
| 6M | +72.2% | +11.7% | +60.5% | +68.8% |
| YTD | +56.2% | +15.4% | +40.8% | +49.9% |
| 1Y | +90.3% | +17.6% | +72.7% | +75.5% |
| All | +90.3% | +18.6% | +71.7% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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