+341.8%
ZETA vs AVTR
-63.6%
+405.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.5% |
| 7D | -2.4% | +7.4% | -9.8% | -5.0% |
| 30D | +15.6% | +12.2% | +3.4% | +10.6% |
| 3M | +41.5% | +57.4% | -15.9% | +17.4% |
| 6M | +63.4% | +86.7% | -23.2% | +26.0% |
| YTD | +51.3% | +33.1% | +18.2% | +33.2% |
| 1Y | +65.8% | +16.1% | +49.7% | +50.0% |
| 3Y | +279.2% | -24.6% | +303.8% | +289.8% |
| 5Y | +341.8% | -63.5% | +405.2% | +619.8% |
| All | +341.8% | -63.6% | +405.3% | +619.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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