+341.8%
ZETA vs APA
+156.3%
+185.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | -2.4% | -1.7% | -0.7% | -2.1% |
| 30D | +15.6% | +15.7% | -0.2% | +11.3% |
| 3M | +41.5% | +16.5% | +25.0% | +35.1% |
| 6M | +63.4% | +35.1% | +28.3% | +47.5% |
| YTD | +51.3% | +82.2% | -30.9% | +24.2% |
| 1Y | +65.8% | +102.5% | -36.7% | +30.4% |
| 3Y | +279.2% | +10.3% | +268.9% | +248.7% |
| 5Y | +341.8% | +166.1% | +175.6% | +197.4% |
| All | +341.8% | +156.3% | +185.5% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling