+264.7%
ZETA vs AMBA
-36.2%
+300.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +2.7% |
| 7D | +6.2% | 0.0% | +6.3% | +6.3% |
| 30D | -2.0% | -8.6% | +6.6% | +1.0% |
| 3M | +21.7% | -29.0% | +50.7% | +35.4% |
| 6M | +89.1% | -19.2% | +108.4% | +86.6% |
| YTD | +59.3% | -13.0% | +72.3% | +50.4% |
| 1Y | +66.2% | -31.3% | +97.4% | +70.6% |
| 3Y | +297.3% | +28.1% | +269.2% | +187.4% |
| 5Y | +227.5% | -69.4% | +296.9% | +265.3% |
| All | +264.7% | -36.2% | +300.9% | +268.6% |
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