+252.6%
ZETA vs AG
+21.4%
+231.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.7% |
| 7D | +2.7% | +1.0% | +1.6% | +2.4% |
| 30D | +15.8% | +19.2% | -3.4% | +12.2% |
| 3M | +35.4% | +6.2% | +29.3% | +33.0% |
| 6M | +67.1% | -26.7% | +93.8% | +72.8% |
| YTD | +54.1% | +26.1% | +27.9% | +44.0% |
| 1Y | +67.8% | +131.7% | -63.8% | +40.1% |
| 3Y | +311.4% | +255.3% | +56.1% | +193.5% |
| 5Y | +324.8% | +61.9% | +262.9% | +256.6% |
| All | +252.6% | +21.4% | +231.2% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling