+341.8%
ZETA vs AME
+85.0%
+256.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | +2.8% | -5.2% | -4.6% |
| 30D | +15.6% | -6.3% | +21.8% | +21.3% |
| 3M | +41.5% | +5.4% | +36.1% | +33.9% |
| 6M | +63.4% | +7.4% | +56.0% | +49.9% |
| YTD | +51.3% | +16.2% | +35.1% | +28.7% |
| 1Y | +65.8% | +26.8% | +39.0% | +30.2% |
| 3Y | +279.2% | +57.5% | +221.7% | +134.0% |
| 5Y | +341.8% | +84.8% | +256.9% | +117.3% |
| All | +341.8% | +85.0% | +256.7% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling