+231.5%
ZETA vs AMBA
-42.9%
+274.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.4% | +2.2% | -4.0% |
| 7D | -10.0% | -14.6% | +4.6% | -5.0% |
| 30D | -10.6% | -18.8% | +8.2% | -4.1% |
| 3M | +8.9% | -32.6% | +41.5% | +23.2% |
| 6M | +65.1% | -25.8% | +90.9% | +67.3% |
| YTD | +44.8% | -22.1% | +66.9% | +42.0% |
| 1Y | +47.8% | -36.2% | +84.0% | +55.1% |
| 3Y | +248.8% | +10.0% | +238.8% | +167.0% |
| 5Y | +220.3% | -71.6% | +291.9% | +269.2% |
| All | +231.5% | -42.9% | +274.4% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling