+252.6%
ZETA vs APTV
-70.0%
+322.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.1% | -5.7% |
| 7D | +2.7% | +4.8% | -2.2% | 0.0% |
| 30D | +15.8% | +2.0% | +13.8% | +14.4% |
| 3M | +35.4% | -34.2% | +69.7% | +67.4% |
| 6M | +67.1% | -34.7% | +101.8% | +104.7% |
| YTD | +54.1% | -37.0% | +91.0% | +92.9% |
| 1Y | +67.8% | -40.4% | +108.2% | +118.7% |
| 3Y | +311.4% | -54.1% | +365.5% | +497.9% |
| 5Y | +324.8% | -68.0% | +392.8% | +629.1% |
| All | +252.6% | -70.0% | +322.6% | +496.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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