+290.4%
ZETA vs AG
+274.2%
+16.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.8% |
| 7D | +2.7% | +1.0% | +1.6% | +2.5% |
| 30D | +15.8% | +19.2% | -3.4% | +13.2% |
| 3M | +35.4% | +6.2% | +29.3% | +33.6% |
| 6M | +67.1% | -26.7% | +93.8% | +70.8% |
| YTD | +54.1% | +26.1% | +27.9% | +47.6% |
| 1Y | +67.8% | +131.7% | -63.8% | +51.4% |
| All | +290.4% | +274.2% | +16.2% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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