+297.3%
ZETA vs AME
+63.1%
+234.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +2.1% |
| 7D | +6.2% | -1.5% | +7.7% | +7.0% |
| 30D | -2.0% | -4.2% | +2.1% | +0.1% |
| 3M | +21.7% | -5.9% | +27.6% | +25.3% |
| 6M | +89.1% | +2.8% | +86.3% | +83.3% |
| YTD | +59.3% | +16.6% | +42.7% | +38.9% |
| 1Y | +66.2% | +22.1% | +44.1% | +40.1% |
| 3Y | +297.3% | +64.7% | +232.6% | +157.6% |
| All | +297.3% | +63.1% | +234.2% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling