+90.3%
ZETA vs AMRZ
-11.5%
+101.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +0.7% |
| 7D | -5.0% | +10.3% | -15.3% | -8.6% |
| 30D | -3.3% | +18.7% | -22.0% | -9.7% |
| 3M | +31.0% | -14.6% | +45.6% | +39.3% |
| 6M | +72.2% | -12.9% | +85.0% | +78.6% |
| YTD | +56.2% | -17.4% | +73.5% | +64.1% |
| 1Y | +90.3% | -12.3% | +102.6% | +88.9% |
| All | +90.3% | -11.5% | +101.8% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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