+67.8%
ZETA vs APD
+6.0%
+61.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.2% |
| 7D | +2.7% | -2.2% | +4.9% | +2.3% |
| 30D | +15.8% | +2.1% | +13.7% | +16.2% |
| 3M | +35.4% | +7.2% | +28.2% | +37.0% |
| 6M | +67.1% | +11.2% | +55.9% | +68.0% |
| YTD | +54.1% | +24.4% | +29.7% | +50.8% |
| 1Y | +67.8% | +6.7% | +61.2% | +99.2% |
| All | +67.8% | +6.0% | +61.8% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling