+290.4%
ZETA vs AME
+54.4%
+236.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -5.0% |
| 7D | +2.7% | +0.6% | +2.0% | +2.2% |
| 30D | +15.8% | -6.7% | +22.5% | +20.5% |
| 3M | +35.4% | +4.1% | +31.3% | +31.0% |
| 6M | +67.1% | +1.6% | +65.5% | +62.6% |
| YTD | +54.1% | +16.1% | +37.9% | +35.2% |
| 1Y | +67.8% | +27.3% | +40.5% | +37.5% |
| All | +290.4% | +54.4% | +236.0% | +150.5% |
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 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