+45.4%
ZETA vs AME
+29.6%
+15.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -2.1% |
| 7D | -3.7% | +1.7% | -5.5% | -4.2% |
| 30D | +5.7% | -6.4% | +12.1% | +7.8% |
| 3M | +50.4% | +7.1% | +43.4% | +46.4% |
| 6M | +65.5% | +8.2% | +57.3% | +57.6% |
| YTD | +48.3% | +18.2% | +30.1% | +31.7% |
| 1Y | +45.4% | +26.7% | +18.6% | +25.6% |
| All | +45.4% | +29.6% | +15.8% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling