+252.6%
ZETA vs AMC
-99.4%
+352.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.4% | -4.7% |
| 7D | +2.7% | +2.3% | +0.3% | +2.2% |
| 30D | +15.8% | -0.7% | +16.6% | +15.7% |
| 3M | +35.4% | +35.2% | +0.2% | +26.3% |
| 6M | +67.1% | +124.6% | -57.5% | +43.7% |
| YTD | +54.1% | +69.9% | -15.8% | +37.5% |
| 1Y | +67.8% | -2.6% | +70.4% | +61.5% |
| 3Y | +311.4% | -79.8% | +391.2% | +349.1% |
| 5Y | +324.8% | -99.4% | +424.2% | +619.7% |
| All | +252.6% | -99.4% | +352.1% | +483.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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