+197.2%
ZETA vs AMDL
+95.0%
+102.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.2% | -13.3% | -5.0% |
| 7D | +2.7% | +4.5% | -1.9% | +2.1% |
| 30D | +15.8% | -4.4% | +20.2% | +15.8% |
| 3M | +35.4% | -30.5% | +65.9% | +35.4% |
| 6M | +67.1% | +300.9% | -233.8% | +24.0% |
| YTD | +54.1% | +219.9% | -165.9% | +15.5% |
| 1Y | +67.8% | +374.7% | -306.9% | +14.9% |
| All | +197.2% | +95.0% | +102.1% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling