+319.2%
ZETA vs AVTR
-51.7%
+370.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +26.5% | +3.2% | +23.3% | +25.0% |
| 30D | +10.3% | +0.5% | +9.8% | +10.1% |
| 3M | +30.5% | +12.1% | +18.4% | +24.9% |
| 6M | +129.4% | +91.2% | +38.2% | +76.6% |
| YTD | +83.1% | +36.3% | +46.8% | +60.2% |
| 1Y | +82.1% | +35.2% | +46.8% | +59.4% |
| 3Y | +352.3% | -15.8% | +368.1% | +342.0% |
| 5Y | +293.1% | -58.9% | +352.1% | +465.3% |
| All | +319.2% | -51.7% | +370.9% | +579.0% |
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