+252.6%
ZETA vs APA
+114.1%
+138.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.3% |
| 7D | +2.7% | +0.5% | +2.1% | +2.5% |
| 30D | +15.8% | +23.4% | -7.6% | +9.6% |
| 3M | +35.4% | +12.7% | +22.7% | +30.3% |
| 6M | +67.1% | +39.4% | +27.7% | +49.0% |
| YTD | +54.1% | +79.0% | -24.9% | +26.6% |
| 1Y | +67.8% | +88.8% | -21.0% | +34.2% |
| 3Y | +311.4% | +6.4% | +305.1% | +281.3% |
| 5Y | +324.8% | +153.0% | +171.8% | +179.3% |
| All | +252.6% | +114.1% | +138.6% | +140.8% |
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 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