+253.3%
ZETA vs AMDL
+145.7%
+107.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.9% | -13.1% | -2.5% |
| 7D | +26.5% | +103.5% | -77.1% | +16.8% |
| 30D | +10.3% | -18.3% | +28.6% | +10.2% |
| 3M | +30.5% | +20.1% | +10.5% | +24.6% |
| 6M | +129.4% | +15.9% | +113.4% | +109.4% |
| YTD | +83.1% | +303.0% | -219.9% | +31.0% |
| 1Y | +82.1% | +164.0% | -81.9% | +38.4% |
| All | +253.3% | +145.7% | +107.6% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling