+232.4%
ZETA vs AMDL
+92.1%
+140.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.7% | +5.5% | +7.9% |
| 7D | +13.2% | +5.4% | +7.8% | +11.5% |
| 30D | +6.0% | -36.6% | +42.6% | +8.9% |
| 3M | +27.3% | -1.0% | +28.3% | +24.2% |
| 6M | +104.6% | -12.1% | +116.7% | +92.7% |
| YTD | +72.3% | +215.1% | -142.8% | +26.7% |
| 1Y | +76.3% | +130.4% | -54.1% | +35.2% |
| All | +232.4% | +92.1% | +140.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling