+349.3%
ZETA vs APD
+25.2%
+324.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -0.1% | -4.6% | +4.5% | +2.0% |
| 30D | +10.5% | -4.2% | +14.7% | +12.5% |
| 3M | +44.3% | +5.0% | +39.3% | +40.3% |
| 6M | +59.4% | +8.9% | +50.5% | +50.5% |
| YTD | +49.5% | +21.9% | +27.6% | +31.7% |
| 1Y | +62.7% | +5.6% | +57.1% | +54.8% |
| 3Y | +274.6% | +6.9% | +267.8% | +248.8% |
| 5Y | +349.3% | +25.3% | +324.0% | +221.2% |
| All | +349.3% | +25.2% | +324.1% | +221.2% |
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