+242.2%
ZETA vs AME
+79.4%
+162.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -0.1% | +1.3% | -1.4% | -1.1% |
| 30D | +10.5% | -6.6% | +17.0% | +16.1% |
| 3M | +44.3% | +3.0% | +41.3% | +39.4% |
| 6M | +59.4% | +5.3% | +54.1% | +49.0% |
| YTD | +49.5% | +15.4% | +34.0% | +28.2% |
| 1Y | +62.7% | +26.8% | +35.9% | +28.2% |
| 3Y | +274.6% | +56.5% | +218.1% | +135.6% |
| 5Y | +349.3% | +85.2% | +264.1% | +108.3% |
| All | +242.2% | +79.4% | +162.8% | +58.2% |
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