+324.5%
ZETA vs APA
+135.1%
+189.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.6% | +4.0% | +6.7% |
| 7D | +18.8% | +5.1% | +13.7% | +17.5% |
| 30D | +12.6% | +0.3% | +12.3% | +12.3% |
| 3M | +29.5% | +15.6% | +13.8% | +24.1% |
| 6M | +128.6% | +28.9% | +99.7% | +111.4% |
| YTD | +85.5% | +96.6% | -11.1% | +48.2% |
| 1Y | +90.6% | +95.5% | -4.9% | +52.0% |
| 3Y | +358.0% | +41.8% | +316.2% | +286.3% |
| 5Y | +282.0% | +85.4% | +196.6% | +178.6% |
| All | +324.5% | +135.1% | +189.4% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling