+246.3%
ZETA vs AMCR
-7.9%
+254.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -2.4% | -1.8% | -0.6% | -1.7% |
| 30D | +15.6% | -6.0% | +21.6% | +18.8% |
| 3M | +41.5% | +18.9% | +22.6% | +29.6% |
| 6M | +63.4% | +5.7% | +57.8% | +57.6% |
| YTD | +51.3% | +11.1% | +40.2% | +40.2% |
| 1Y | +65.8% | +12.7% | +53.1% | +52.1% |
| 3Y | +279.2% | +9.6% | +269.6% | +244.5% |
| 5Y | +341.8% | -10.3% | +352.1% | +349.6% |
| All | +246.3% | -7.9% | +254.3% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling