+348.6%
ZETA vs APD
+29.7%
+318.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +18.1% | +3.8% | +14.3% | +16.9% |
| 30D | +13.6% | +8.2% | +5.4% | +11.1% |
| 3M | +23.7% | +4.3% | +19.5% | +22.2% |
| 6M | +128.5% | +4.7% | +123.8% | +125.1% |
| YTD | +80.1% | +31.5% | +48.6% | +59.0% |
| 1Y | +98.0% | +23.5% | +74.5% | +79.7% |
| 3Y | +348.6% | +29.1% | +319.5% | +318.1% |
| All | +348.6% | +29.7% | +318.9% | +318.1% |
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