-26.5%
AAL vs ZYBT
-58.9%
+32.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +1.3% |
| 7D | -0.9% | -3.7% | +2.8% | -0.9% |
| 30D | -12.9% | 0.0% | -12.9% | -12.9% |
| 3M | -11.2% | +72.2% | -83.4% | -12.7% |
| 6M | +17.8% | +103.1% | -85.3% | +13.4% |
| YTD | -15.1% | +34.8% | -49.9% | -16.9% |
| 1Y | +0.5% | -83.2% | +83.6% | +6.6% |
| All | -26.5% | -58.9% | +32.4% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling