+294.5%
ZETA vs ATI
+630.9%
-336.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.2% | +9.3% | +8.6% |
| 7D | +13.2% | +1.3% | +11.9% | +12.8% |
| 30D | +6.0% | -4.8% | +10.7% | +7.3% |
| 3M | +27.3% | -19.9% | +47.3% | +36.3% |
| 6M | +104.6% | +15.4% | +89.2% | +89.3% |
| YTD | +72.3% | +59.2% | +13.1% | +38.2% |
| 1Y | +76.3% | +86.3% | -9.9% | +32.9% |
| 3Y | +325.6% | +318.2% | +7.4% | +122.8% |
| 5Y | +254.2% | +958.6% | -704.4% | +36.0% |
| All | +294.5% | +630.9% | -336.4% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling