+348.6%
ZETA vs AFL
+67.6%
+281.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.1% |
| 7D | +18.1% | +2.9% | +15.2% | +16.4% |
| 30D | +13.6% | +8.0% | +5.6% | +8.6% |
| 3M | +23.7% | +5.9% | +17.8% | +19.4% |
| 6M | +128.5% | +11.6% | +116.9% | +112.0% |
| YTD | +80.1% | +17.5% | +62.6% | +60.2% |
| 1Y | +98.0% | +13.3% | +84.7% | +80.8% |
| 3Y | +348.6% | +67.0% | +281.6% | +237.0% |
| All | +348.6% | +67.6% | +281.0% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling