+246.3%
ZETA vs AFL
+126.9%
+119.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -0.7% |
| 7D | -2.4% | -0.7% | -1.7% | -1.9% |
| 30D | +15.6% | -7.1% | +22.7% | +21.0% |
| 3M | +41.5% | +0.4% | +41.1% | +40.3% |
| 6M | +63.4% | +4.5% | +58.9% | +57.2% |
| YTD | +51.3% | +6.1% | +45.2% | +43.3% |
| 1Y | +65.8% | +10.6% | +55.2% | +52.2% |
| 3Y | +279.2% | +64.0% | +215.2% | +167.3% |
| 5Y | +341.8% | +133.7% | +208.0% | +122.9% |
| All | +246.3% | +126.9% | +119.4% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling