+81.0%
ZETA vs AMRZ
-19.2%
+100.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.2% |
| 7D | -0.1% | -4.7% | +4.6% | +1.9% |
| 30D | +10.5% | -11.3% | +21.7% | +16.0% |
| 3M | +44.3% | -22.1% | +66.4% | +57.8% |
| 6M | +59.4% | -29.6% | +89.0% | +81.8% |
| YTD | +49.5% | -23.3% | +72.8% | +63.2% |
| 1Y | +62.7% | -23.7% | +86.4% | +75.7% |
| All | +81.0% | -19.2% | +100.2% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling