+297.3%
ZETA vs APA
+34.8%
+262.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +6.2% | -8.7% | +15.0% | +7.4% |
| 30D | -2.0% | -2.4% | +0.4% | -1.9% |
| 3M | +21.7% | +19.0% | +2.7% | +18.4% |
| 6M | +89.1% | +26.8% | +62.3% | +81.8% |
| YTD | +59.3% | +87.3% | -28.0% | +38.9% |
| 1Y | +66.2% | +92.3% | -26.1% | +43.7% |
| 3Y | +297.3% | +37.3% | +260.1% | +261.2% |
| All | +297.3% | +34.8% | +262.5% | +261.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling