+252.6%
ZETA vs APD
+14.3%
+238.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | +15.8% | +2.1% | +13.7% | +14.7% |
| 3M | +35.4% | +7.2% | +28.2% | +30.6% |
| 6M | +67.1% | +11.2% | +55.9% | +56.7% |
| YTD | +54.1% | +24.4% | +29.7% | +35.3% |
| 1Y | +67.8% | +6.7% | +61.2% | +59.5% |
| 3Y | +311.4% | +9.2% | +302.2% | +280.2% |
| 5Y | +324.8% | +27.4% | +297.4% | +216.7% |
| All | +252.6% | +14.3% | +238.4% | +156.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling