+324.5%
ZETA vs AME
+82.2%
+242.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.2% |
| 7D | +18.8% | +1.1% | +17.7% | +18.0% |
| 30D | +12.6% | -4.1% | +16.7% | +16.0% |
| 3M | +29.5% | -6.3% | +35.8% | +34.9% |
| 6M | +128.6% | +3.5% | +125.0% | +118.0% |
| YTD | +85.5% | +17.3% | +68.2% | +56.0% |
| 1Y | +90.6% | +22.0% | +68.6% | +55.0% |
| 3Y | +358.0% | +62.0% | +296.0% | +177.5% |
| 5Y | +282.0% | +78.5% | +203.5% | +89.2% |
| All | +324.5% | +82.2% | +242.3% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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