+124.5%
ZETA vs AMRZ
-17.7%
+142.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.9% |
| 7D | +18.8% | -5.5% | +24.2% | +21.2% |
| 30D | +12.6% | +15.6% | -3.0% | +6.2% |
| 3M | +29.5% | -12.1% | +41.6% | +35.9% |
| 6M | +128.6% | -19.4% | +148.0% | +145.5% |
| YTD | +85.5% | -21.9% | +107.3% | +100.4% |
| 1Y | +90.6% | -15.0% | +105.6% | +97.9% |
| All | +124.5% | -17.7% | +142.2% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling