+246.3%
ZETA vs APD
+12.9%
+233.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | +15.6% | -1.9% | +17.5% | +16.4% |
| 3M | +41.5% | +8.2% | +33.3% | +35.8% |
| 6M | +63.4% | +10.7% | +52.7% | +53.5% |
| YTD | +51.3% | +22.9% | +28.4% | +33.6% |
| 1Y | +65.8% | +5.8% | +60.0% | +58.1% |
| 3Y | +279.2% | +7.8% | +271.4% | +252.8% |
| 5Y | +341.8% | +26.1% | +315.6% | +231.4% |
| All | +246.3% | +12.9% | +233.4% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling