+246.3%
ZETA vs AMP
+128.4%
+118.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.1% |
| 7D | -2.4% | +2.6% | -5.0% | -4.7% |
| 30D | +15.6% | +0.8% | +14.7% | +14.7% |
| 3M | +41.5% | +24.3% | +17.2% | +15.3% |
| 6M | +63.4% | +20.6% | +42.9% | +37.1% |
| YTD | +51.3% | +14.6% | +36.7% | +32.6% |
| 1Y | +65.8% | +14.5% | +51.3% | +46.6% |
| 3Y | +279.2% | +67.9% | +211.2% | +137.5% |
| 5Y | +341.8% | +122.5% | +219.2% | +109.1% |
| All | +246.3% | +128.4% | +118.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling