+319.2%
ZETA vs AMBA
-36.8%
+356.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.5% |
| 7D | +26.5% | +10.7% | +15.8% | +22.2% |
| 30D | +10.3% | -5.0% | +15.3% | +12.3% |
| 3M | +30.5% | -26.9% | +57.4% | +44.0% |
| 6M | +129.4% | -21.9% | +151.3% | +129.6% |
| YTD | +83.1% | -13.8% | +97.0% | +73.5% |
| 1Y | +82.1% | -36.1% | +118.1% | +92.4% |
| 3Y | +352.3% | +21.6% | +330.7% | +234.6% |
| 5Y | +293.1% | -68.8% | +361.9% | +338.3% |
| All | +319.2% | -36.8% | +356.0% | +325.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling