+347.2%
ZETA vs AMBA
-54.5%
+401.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | +2.7% | -11.0% | +13.6% | +6.8% |
| 30D | +15.8% | -23.2% | +39.0% | +26.7% |
| 3M | +35.4% | -12.7% | +48.1% | +34.7% |
| 6M | +67.1% | +11.2% | +55.9% | +44.1% |
| YTD | +54.1% | -11.2% | +65.3% | +44.9% |
| 1Y | +67.8% | -22.5% | +90.4% | +64.7% |
| 3Y | +311.4% | -1.3% | +312.7% | +231.3% |
| All | +347.2% | -54.5% | +401.7% | +392.2% |
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