+243.8%
ZETA vs AJG
+77.1%
+166.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -6.5% | -8.5% | +2.0% | -1.5% |
| 30D | +4.8% | -3.8% | +8.6% | +6.9% |
| 3M | +53.3% | +10.8% | +42.5% | +43.0% |
| 6M | +66.8% | +15.6% | +51.2% | +51.3% |
| YTD | +50.2% | -5.1% | +55.3% | +52.4% |
| 1Y | +62.0% | -16.0% | +78.1% | +76.8% |
| 3Y | +276.4% | +9.7% | +266.6% | +220.7% |
| 5Y | +341.6% | +77.8% | +263.8% | +125.3% |
| All | +243.8% | +77.1% | +166.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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