+67.1%
ZETA vs BAM
+10.5%
+56.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.6% |
| 7D | +2.7% | -2.0% | +4.6% | +4.4% |
| 30D | +15.8% | -2.9% | +18.7% | +18.7% |
| 3M | +35.4% | +9.4% | +26.0% | +24.2% |
| 6M | +67.1% | +10.8% | +56.4% | +50.4% |
| All | +67.1% | +10.5% | +56.6% | +50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling