+319.2%
ZETA vs APD
+20.7%
+298.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | +26.5% | +2.2% | +24.3% | +25.4% |
| 30D | +10.3% | +9.4% | +0.8% | +6.3% |
| 3M | +30.5% | +4.7% | +25.9% | +27.9% |
| 6M | +129.4% | +5.5% | +123.9% | +122.6% |
| YTD | +83.1% | +31.4% | +51.7% | +57.1% |
| 1Y | +82.1% | +24.1% | +58.0% | +60.3% |
| 3Y | +352.3% | +28.8% | +323.5% | +286.7% |
| 5Y | +293.1% | +15.8% | +277.4% | +187.3% |
| All | +319.2% | +20.7% | +298.5% | +197.7% |
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