+45.4%
ZETA vs AMRZ
-24.2%
+69.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | -7.5% | +3.8% | -0.6% |
| 30D | +5.7% | -12.4% | +18.1% | +11.5% |
| 3M | +50.4% | -22.4% | +72.8% | +64.5% |
| 6M | +65.5% | -29.5% | +95.0% | +88.5% |
| YTD | +48.3% | -24.1% | +72.5% | +62.1% |
| 1Y | +45.4% | -26.3% | +71.6% | +46.8% |
| All | +45.4% | -24.2% | +69.6% | +46.8% |
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