+349.3%
ZETA vs ATI
+1,086.3%
-737.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.1% | +2.4% | -2.5% | -1.0% |
| 30D | +10.5% | -9.5% | +19.9% | +14.3% |
| 3M | +44.3% | +10.4% | +33.9% | +37.3% |
| 6M | +59.4% | +31.8% | +27.6% | +39.7% |
| YTD | +49.5% | +80.0% | -30.5% | +14.6% |
| 1Y | +62.7% | +175.8% | -113.2% | +3.7% |
| 3Y | +274.6% | +364.2% | -89.6% | +83.6% |
| 5Y | +349.3% | +1,076.9% | -727.5% | +63.8% |
| All | +349.3% | +1,086.3% | -737.0% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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