+243.8%
ZETA vs AZO
+107.3%
+136.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -6.5% | -2.9% | -3.6% | -5.6% |
| 30D | +4.8% | -5.3% | +10.1% | +6.6% |
| 3M | +53.3% | -7.3% | +60.7% | +56.7% |
| 6M | +66.8% | -22.7% | +89.5% | +79.7% |
| YTD | +50.2% | -15.0% | +65.2% | +55.7% |
| 1Y | +62.0% | -32.2% | +94.3% | +81.8% |
| 3Y | +276.4% | +10.0% | +266.3% | +240.7% |
| 5Y | +341.6% | +85.8% | +255.8% | +298.5% |
| All | +243.8% | +107.3% | +136.5% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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