+356.2%
ZETA vs BAM
+85.2%
+271.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | +0.7% |
| 7D | +26.5% | -2.0% | +28.5% | +28.5% |
| 30D | +10.3% | +13.7% | -3.4% | -2.6% |
| 3M | +30.5% | -4.8% | +35.3% | +35.1% |
| 6M | +129.4% | +7.6% | +121.7% | +111.2% |
| YTD | +83.1% | +1.2% | +82.0% | +78.9% |
| 1Y | +82.1% | -2.3% | +84.3% | +84.2% |
| All | +356.2% | +85.2% | +271.0% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling