+269.2%
ZETA vs BAM
+90.5%
+178.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.3% | +2.2% | +2.6% |
| 7D | +6.2% | +5.3% | +1.0% | +2.1% |
| 30D | -2.0% | +18.1% | -20.1% | -14.6% |
| 3M | +21.7% | +4.2% | +17.5% | +17.1% |
| 6M | +89.1% | +11.1% | +78.1% | +72.4% |
| YTD | +59.3% | +6.6% | +52.7% | +50.4% |
| 1Y | +66.2% | +6.2% | +60.0% | +57.9% |
| 3Y | +297.3% | +95.0% | +202.3% | +179.3% |
| All | +269.2% | +90.5% | +178.7% | +158.3% |
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