+67.1%
ZETA vs ATI
+32.0%
+35.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.1% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +15.8% | +2.7% | +13.1% | +15.7% |
| 3M | +35.4% | +16.3% | +19.1% | +33.6% |
| 6M | +67.1% | +30.2% | +36.9% | +64.2% |
| All | +67.1% | +32.0% | +35.1% | +64.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling