+16.0%
AA vs ZYBT
-42.3%
+58.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +2.8% |
| 7D | +0.9% | -3.5% | +4.4% | +0.9% |
| 30D | -6.4% | +15.1% | -21.6% | -6.4% |
| 3M | -13.0% | +7.0% | -20.0% | -12.9% |
| 6M | -34.6% | +37.7% | -72.3% | -33.4% |
| YTD | -23.0% | +19.1% | -42.2% | -20.9% |
| 1Y | +16.0% | -38.3% | +54.3% | +19.6% |
| All | +16.0% | -42.3% | +58.3% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling