+344.5%
ZETA vs AMCR
-12.3%
+356.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.5% |
| 7D | -3.7% | -6.3% | +2.5% | -0.6% |
| 30D | +5.7% | -7.8% | +13.5% | +9.8% |
| 3M | +50.4% | +7.5% | +42.9% | +44.5% |
| 6M | +65.5% | +2.7% | +62.8% | +61.4% |
| YTD | +48.3% | +6.0% | +42.3% | +40.0% |
| 1Y | +45.4% | +7.8% | +37.6% | +35.6% |
| 3Y | +270.8% | +5.8% | +265.0% | +240.0% |
| All | +344.5% | -12.3% | +356.8% | +415.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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