+252.6%
ZETA vs AVTR
-53.7%
+306.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.6% | -3.5% |
| 7D | +2.7% | +2.7% | 0.0% | +1.6% |
| 30D | +15.8% | +12.1% | +3.8% | +11.1% |
| 3M | +35.4% | +57.2% | -21.8% | +13.0% |
| 6M | +67.1% | +73.1% | -6.0% | +33.7% |
| YTD | +54.1% | +30.6% | +23.4% | +37.1% |
| 1Y | +67.8% | +13.5% | +54.3% | +53.7% |
| 3Y | +311.4% | -31.0% | +342.4% | +340.6% |
| 5Y | +324.8% | -63.2% | +388.0% | +534.0% |
| All | +252.6% | -53.7% | +306.3% | +481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling