+242.2%
ZETA vs APA
+124.4%
+117.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.9% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | +10.5% | +9.3% | +1.1% | +7.9% |
| 3M | +44.3% | +23.3% | +21.0% | +35.6% |
| 6M | +59.4% | +39.5% | +19.9% | +42.4% |
| YTD | +49.5% | +87.6% | -38.1% | +21.4% |
| 1Y | +62.7% | +114.2% | -51.6% | +25.4% |
| 3Y | +274.6% | +13.6% | +261.1% | +240.7% |
| 5Y | +349.3% | +175.6% | +173.7% | +188.0% |
| All | +242.2% | +124.4% | +117.8% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling