+290.4%
ZETA vs APD
+11.2%
+279.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | +2.7% | -2.2% | +4.9% | +3.2% |
| 30D | +15.8% | +2.1% | +13.7% | +15.1% |
| 3M | +35.4% | +7.2% | +28.2% | +32.3% |
| 6M | +67.1% | +11.2% | +55.9% | +59.7% |
| YTD | +54.1% | +24.4% | +29.7% | +39.7% |
| 1Y | +67.8% | +6.7% | +61.2% | +63.1% |
| All | +290.4% | +11.2% | +279.3% | +259.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling