+202.4%
ZETA vs AMBA
-70.4%
+272.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.1% | -0.8% | +3.1% |
| 7D | -0.4% | -7.2% | +6.8% | +2.3% |
| 30D | -8.0% | -10.4% | +2.3% | -4.5% |
| 3M | +21.4% | -30.1% | +51.5% | +36.5% |
| 6M | +80.1% | -22.4% | +102.5% | +79.6% |
| YTD | +52.5% | -17.3% | +69.8% | +45.9% |
| 1Y | +58.5% | -35.4% | +93.9% | +66.4% |
| 3Y | +281.7% | +18.6% | +263.1% | +175.1% |
| All | +202.4% | -70.4% | +272.9% | +260.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling