+341.8%
ZETA vs AG
+65.4%
+276.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.6% |
| 7D | -2.4% | +4.5% | -6.9% | -3.2% |
| 30D | +15.6% | +12.9% | +2.7% | +13.0% |
| 3M | +41.5% | +20.9% | +20.6% | +36.3% |
| 6M | +63.4% | -19.5% | +83.0% | +66.3% |
| YTD | +51.3% | +24.8% | +26.5% | +42.1% |
| 1Y | +65.8% | +120.2% | -54.4% | +40.7% |
| 3Y | +279.2% | +279.0% | +0.2% | +170.5% |
| 5Y | +341.8% | +67.9% | +273.8% | +264.8% |
| All | +341.8% | +65.4% | +276.3% | +264.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling