+329.8%
ZETA vs BAM
+84.8%
+245.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.7% | +9.4% | +9.0% |
| 7D | +18.8% | -2.9% | +21.6% | +21.5% |
| 30D | +12.6% | +14.7% | -2.1% | +0.3% |
| 3M | +29.5% | -4.1% | +33.6% | +32.9% |
| 6M | +128.6% | +9.6% | +119.0% | +109.9% |
| YTD | +85.5% | +3.4% | +82.0% | +78.9% |
| 1Y | +90.6% | +1.0% | +89.6% | +88.0% |
| 3Y | +358.0% | +88.2% | +269.8% | +229.8% |
| All | +329.8% | +84.8% | +245.0% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling