+202.4%
ZETA vs APD
+11.0%
+191.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.9% |
| 7D | -0.4% | -3.7% | +3.2% | +1.2% |
| 30D | -8.0% | +9.6% | -17.6% | -11.6% |
| 3M | +21.4% | +1.6% | +19.8% | +20.3% |
| 6M | +80.1% | +2.2% | +77.9% | +76.6% |
| YTD | +52.5% | +25.9% | +26.6% | +32.4% |
| 1Y | +58.5% | +20.1% | +38.3% | +40.5% |
| 3Y | +281.7% | +12.4% | +269.3% | +245.4% |
| All | +202.4% | +11.0% | +191.5% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling